+953.5%
GOOG vs RACE
+647.6%
+305.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.3% |
| 7D | -2.1% | -2.5% | +0.4% | -1.2% |
| 30D | -6.8% | +0.8% | -7.6% | -7.2% |
| 3M | -9.1% | +17.2% | -26.2% | -14.9% |
| 6M | +10.7% | +13.6% | -2.9% | +4.4% |
| YTD | +7.1% | +12.2% | -5.1% | +0.8% |
| 1Y | +44.6% | -16.3% | +60.9% | +51.8% |
| 3Y | +147.4% | +36.4% | +111.0% | +102.8% |
| 5Y | +133.8% | +95.0% | +38.8% | +62.4% |
| 10Y | +777.5% | +813.2% | -35.7% | +310.3% |
| All | +953.5% | +647.6% | +305.9% | +401.8% |
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