-50.2%
COMP vs RACE
+115.3%
-165.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.3% | +3.5% | +4.2% |
| 7D | +9.5% | +9.9% | -0.4% | +1.3% |
| 30D | +8.1% | +12.8% | -4.7% | -1.9% |
| 3M | -16.3% | +7.4% | -23.7% | -21.1% |
| 6M | +42.2% | +27.6% | +14.6% | +16.6% |
| YTD | -5.0% | +18.4% | -23.4% | -18.5% |
| 1Y | +20.1% | +9.5% | +10.6% | +9.6% |
| 3Y | +358.4% | +33.9% | +324.5% | +160.9% |
| 5Y | -21.9% | +74.9% | -96.8% | -72.5% |
| All | -50.2% | +115.3% | -165.5% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling