+40.6%
DELL vs RACE
+25.6%
+15.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.4% |
| 7D | -11.8% | +3.9% | -15.8% | -11.4% |
| 30D | -40.8% | +7.4% | -48.3% | -40.4% |
| 3M | -23.6% | +1.6% | -25.2% | -22.8% |
| All | +40.6% | +25.6% | +15.0% | +50.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling