+654.4%
GOOG vs RACE
+740.2%
-85.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +2.4% | +0.2% | +2.2% | +2.3% |
| 30D | -18.1% | +6.6% | -24.7% | -20.5% |
| 3M | -19.9% | +2.2% | -22.1% | -20.9% |
| 6M | -28.2% | +22.4% | -50.5% | -34.9% |
| YTD | -9.0% | +13.8% | -22.8% | -15.6% |
| 1Y | -1.7% | +2.2% | -3.9% | -4.5% |
| 3Y | +114.5% | +25.6% | +88.9% | +77.7% |
| 5Y | +96.2% | +71.0% | +25.2% | +35.6% |
| 10Y | +654.4% | +739.1% | -84.7% | +183.0% |
| All | +654.4% | +740.2% | -85.8% | +183.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling