+132.7%
DELL vs RACE
+2.3%
+130.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +3.8% |
| 7D | -22.6% | +5.1% | -27.7% | -23.0% |
| 30D | -43.2% | +7.7% | -50.9% | -43.7% |
| 3M | -24.8% | +2.2% | -27.0% | -24.8% |
| 6M | +38.0% | +23.8% | +14.2% | +33.3% |
| YTD | +163.7% | +13.9% | +149.8% | +149.4% |
| All | +132.7% | +2.3% | +130.4% | +128.1% |
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