+18.9%
COMP vs RACE
-16.2%
+35.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +1.7% |
| 7D | +1.4% | -2.5% | +3.9% | +2.9% |
| 30D | -13.3% | +0.8% | -14.1% | -13.8% |
| 3M | +41.1% | +17.2% | +24.0% | +28.8% |
| 6M | +17.2% | +13.6% | +3.6% | +5.9% |
| YTD | +5.2% | +12.2% | -7.0% | -4.8% |
| 1Y | +18.9% | -16.3% | +35.2% | +11.7% |
| All | +18.9% | -16.2% | +35.1% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling