+319.1%
DELL vs RACE
-16.2%
+335.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.8% |
| 7D | +14.9% | -2.5% | +17.4% | +15.3% |
| 30D | +13.3% | +0.8% | +12.5% | +13.2% |
| 3M | +24.4% | +17.2% | +7.2% | +20.9% |
| 6M | +258.0% | +13.6% | +244.4% | +248.5% |
| YTD | +320.2% | +12.2% | +308.0% | +304.3% |
| 1Y | +319.1% | -16.3% | +335.3% | +332.1% |
| All | +319.1% | -16.2% | +335.3% | +332.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling