-29.9%
COMP vs RACE
+93.6%
-123.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +2.2% |
| 7D | +1.4% | -2.5% | +3.9% | +3.5% |
| 30D | -13.3% | +0.8% | -14.1% | -14.0% |
| 3M | +41.1% | +17.2% | +24.0% | +23.5% |
| 6M | +17.2% | +13.6% | +3.6% | +5.9% |
| YTD | +5.2% | +12.2% | -7.0% | -6.1% |
| 1Y | +18.9% | -16.3% | +35.2% | +33.8% |
| 3Y | +215.9% | +36.4% | +179.5% | +61.1% |
| All | -29.9% | +93.6% | -123.5% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling