+42.8%
D vs RACE
+647.6%
-604.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | +0.4% | -2.5% | +3.0% | +0.9% |
| 30D | -3.6% | +0.8% | -4.3% | -3.7% |
| 3M | -1.0% | +17.2% | -18.1% | -4.0% |
| 6M | +6.3% | +13.6% | -7.3% | +3.3% |
| YTD | +14.7% | +12.2% | +2.5% | +11.5% |
| 1Y | +16.9% | -16.3% | +33.2% | +19.5% |
| 3Y | +56.8% | +36.4% | +20.4% | +43.0% |
| 5Y | +5.2% | +95.0% | -89.8% | -12.3% |
| 10Y | +35.9% | +813.2% | -777.4% | -7.5% |
| All | +42.8% | +647.6% | -604.8% | -5.2% |
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 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