+44.1%
IR vs RACE
+65.0%
-20.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.0% |
| 7D | +3.7% | +5.1% | -1.4% | +1.4% |
| 30D | +7.4% | +7.7% | -0.3% | +4.0% |
| 3M | -5.9% | +2.2% | -8.1% | -7.1% |
| 6M | +5.6% | +23.8% | -18.2% | -4.5% |
| YTD | +4.8% | +13.9% | -9.1% | -2.3% |
| 1Y | +6.9% | +3.8% | +3.2% | +3.7% |
| 3Y | +27.6% | +28.0% | -0.5% | +3.0% |
| All | +44.1% | +65.0% | -20.9% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling