+75.9%
D vs RACE
+30.0%
+45.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.1% |
| 7D | +6.9% | +5.7% | +1.3% | +6.4% |
| 30D | +12.3% | +9.3% | +3.0% | +11.3% |
| 3M | +3.0% | +3.8% | -0.8% | +2.6% |
| 6M | +12.8% | +29.8% | -17.0% | +9.4% |
| YTD | +22.6% | +15.6% | +6.9% | +20.1% |
| 1Y | +21.7% | +5.1% | +16.6% | +20.4% |
| All | +75.9% | +30.0% | +45.9% | +58.4% |
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