+6.7%
D vs RACE
+93.6%
-86.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.2% |
| 7D | +0.4% | -2.5% | +3.0% | +0.7% |
| 30D | -3.6% | +0.8% | -4.3% | -3.7% |
| 3M | -1.0% | +17.2% | -18.1% | -3.2% |
| 6M | +6.3% | +13.6% | -7.3% | +4.2% |
| YTD | +14.7% | +12.2% | +2.5% | +12.4% |
| 1Y | +16.9% | -16.3% | +33.2% | +18.9% |
| 3Y | +56.8% | +36.4% | +20.4% | +45.4% |
| All | +6.7% | +93.6% | -86.9% | -6.2% |
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