+339.6%
DELL vs RACE
-15.2%
+354.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.0% |
| 7D | +25.6% | -1.0% | +26.7% | +25.8% |
| 30D | +17.7% | -1.5% | +19.2% | +17.9% |
| 3M | +33.4% | +15.5% | +18.0% | +30.1% |
| 6M | +266.2% | +17.3% | +248.9% | +254.0% |
| YTD | +328.0% | +11.1% | +316.9% | +312.7% |
| 1Y | +339.6% | -14.3% | +353.8% | +350.4% |
| All | +339.6% | -15.2% | +354.7% | +350.4% |
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 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