+243.3%
LOW vs RACE
+647.6%
-404.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.0% |
| 7D | -1.7% | -2.5% | +0.8% | -0.8% |
| 30D | -7.0% | +0.8% | -7.8% | -7.4% |
| 3M | -0.9% | +17.2% | -18.0% | -6.7% |
| 6M | -20.1% | +13.6% | -33.7% | -24.1% |
| YTD | -13.9% | +12.2% | -26.1% | -18.2% |
| 1Y | -21.1% | -16.3% | -4.9% | -17.3% |
| 3Y | -6.6% | +36.4% | -43.1% | -21.5% |
| 5Y | +9.4% | +95.0% | -85.6% | -21.6% |
| 10Y | +220.5% | +813.2% | -592.7% | +56.5% |
| All | +243.3% | +647.6% | -404.4% | +65.3% |
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