+3.6%
GOOG vs RACE
+10.6%
-7.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.3% | -1.0% | +2.4% |
| 7D | -10.7% | +9.9% | -20.7% | -12.5% |
| 30D | -16.4% | +12.8% | -29.2% | -18.5% |
| 3M | -23.4% | +7.4% | -30.8% | -24.6% |
| 6M | -24.2% | +27.6% | -51.8% | -28.1% |
| YTD | -8.3% | +18.4% | -26.6% | -12.7% |
| 1Y | +3.6% | +9.5% | -5.9% | -1.8% |
| All | +3.6% | +10.6% | -7.0% | -1.8% |
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 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