+4,681.2%
DELL vs RACE
+830.1%
+3,851.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.3% |
| 7D | +14.9% | -2.5% | +17.4% | +16.2% |
| 30D | +13.3% | +0.8% | +12.5% | +12.8% |
| 3M | +24.4% | +17.2% | +7.2% | +15.2% |
| 6M | +258.0% | +13.6% | +244.4% | +233.8% |
| YTD | +320.2% | +12.2% | +308.0% | +291.7% |
| 1Y | +319.1% | -16.3% | +335.3% | +341.6% |
| 3Y | +706.5% | +36.4% | +670.1% | +565.2% |
| 5Y | +1,071.9% | +95.0% | +976.9% | +699.5% |
| 10Y | +4,683.5% | +813.2% | +3,870.2% | +1,781.8% |
| All | +4,681.2% | +830.1% | +3,851.1% | +1,775.0% |
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