+125.3%
KEY vs RACE
+26.8%
+98.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.2% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | +6.9% | +6.6% | +0.2% | +5.6% |
| 3M | -5.0% | +2.2% | -7.2% | -5.5% |
| 6M | +0.7% | +22.4% | -21.7% | -3.3% |
| YTD | +6.5% | +13.8% | -7.3% | +3.2% |
| 1Y | +22.6% | +2.2% | +20.4% | +21.5% |
| 3Y | +125.3% | +25.6% | +99.7% | +118.6% |
| All | +125.3% | +26.8% | +98.5% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling