-54.2%
COMP vs RACE
+110.3%
-164.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.3% | -5.8% | -6.2% |
| 7D | -1.8% | +5.7% | -7.5% | -6.0% |
| 30D | -0.8% | +9.3% | -10.0% | -7.4% |
| 3M | -28.1% | +3.8% | -32.0% | -30.3% |
| 6M | +27.0% | +29.8% | -2.8% | +3.2% |
| YTD | -12.8% | +15.6% | -28.4% | -23.6% |
| 1Y | +4.9% | +5.1% | -0.2% | -0.8% |
| 3Y | +321.0% | +30.8% | +290.2% | +144.7% |
| 5Y | -25.6% | +67.4% | -93.0% | -73.0% |
| All | -54.2% | +110.3% | -164.6% | -84.5% |
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