+75.2%
D vs RACE
+26.8%
+48.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +0.8% | +3.9% | -3.2% | +0.4% |
| 30D | +10.7% | +7.4% | +3.3% | +9.9% |
| 3M | +2.3% | +1.6% | +0.7% | +2.1% |
| 6M | +12.5% | +23.3% | -10.8% | +9.8% |
| YTD | +20.1% | +14.7% | +5.4% | +17.8% |
| 1Y | +15.6% | +2.5% | +13.0% | +14.6% |
| 3Y | +75.2% | +28.0% | +47.2% | +59.9% |
| All | +75.2% | +26.8% | +48.3% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling