+279.4%
LOW vs RACE
+658.9%
-379.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | +7.4% | +5.1% | +2.3% | +5.5% |
| 30D | +24.5% | +7.7% | +16.8% | +21.2% |
| 3M | +3.5% | +2.2% | +1.3% | +2.6% |
| 6M | -2.6% | +23.8% | -26.3% | -10.4% |
| YTD | -4.8% | +13.9% | -18.7% | -10.1% |
| 1Y | -0.8% | +3.8% | -4.6% | -3.1% |
| 3Y | +22.8% | +28.0% | -5.2% | +6.1% |
| 5Y | +5.3% | +64.9% | -59.6% | -19.5% |
| 10Y | +309.5% | +780.4% | -470.9% | +100.7% |
| All | +279.4% | +658.9% | -379.5% | +81.7% |
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 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