+710.1%
GOOG vs RACE
+717.8%
-7.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.7% |
| 7D | +4.8% | -4.0% | +8.8% | +6.6% |
| 30D | -15.5% | +3.5% | -19.0% | -16.9% |
| 3M | -13.7% | -0.4% | -13.3% | -13.9% |
| 6M | -23.0% | +23.2% | -46.1% | -30.4% |
| YTD | -5.7% | +11.0% | -16.7% | -11.6% |
| 1Y | +3.0% | -2.2% | +5.3% | +2.0% |
| 3Y | +122.4% | +22.5% | +99.9% | +86.1% |
| 5Y | +99.2% | +63.2% | +36.1% | +40.5% |
| All | +710.1% | +717.8% | -7.7% | +211.3% |
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