-49.3%
COMP vs RACE
+107.2%
-156.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.5% | +12.2% | +12.0% |
| 7D | +13.4% | +5.1% | +8.4% | +9.0% |
| 30D | +11.1% | +7.7% | +3.4% | +4.8% |
| 3M | -18.8% | +2.2% | -21.0% | -20.3% |
| 6M | +10.5% | +23.8% | -13.3% | -7.3% |
| YTD | -3.4% | +13.9% | -17.3% | -14.5% |
| 1Y | +19.7% | +3.8% | +15.9% | +14.2% |
| 3Y | +381.6% | +28.0% | +353.6% | +185.6% |
| 5Y | -17.6% | +64.9% | -82.5% | -69.8% |
| All | -49.3% | +107.2% | -156.5% | -82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling