+3,063.4%
DELL vs RACE
+850.4%
+2,213.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.1% |
| 7D | -11.8% | +3.9% | -15.8% | -13.3% |
| 30D | -40.8% | +7.4% | -48.3% | -42.7% |
| 3M | -23.6% | +1.6% | -25.2% | -24.3% |
| 6M | +33.4% | +23.3% | +10.0% | +20.4% |
| YTD | +178.0% | +14.7% | +163.4% | +156.5% |
| 1Y | +138.6% | +2.5% | +136.0% | +131.2% |
| 3Y | +400.9% | +28.0% | +372.9% | +326.2% |
| 5Y | +580.7% | +69.8% | +510.9% | +394.4% |
| 10Y | +2,655.3% | +734.9% | +1,920.4% | +1,005.7% |
| All | +3,063.4% | +850.4% | +2,213.0% | +1,127.8% |
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