+48.4%
IR vs RACE
+93.6%
-45.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.1% |
| 7D | -2.8% | -2.5% | -0.3% | -1.8% |
| 30D | -15.1% | +0.8% | -15.9% | -15.5% |
| 3M | +6.1% | +17.2% | -11.1% | -1.3% |
| 6M | -16.8% | +13.6% | -30.4% | -21.8% |
| YTD | -3.5% | +12.2% | -15.7% | -9.4% |
| 1Y | -3.5% | -16.3% | +12.8% | +2.5% |
| 3Y | +9.5% | +36.4% | -27.0% | -15.2% |
| All | +48.4% | +93.6% | -45.2% | -10.4% |
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