+23.7%
MAR vs RACE
-15.2%
+38.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -1.7% | -1.0% | -0.7% | -1.4% |
| 30D | -6.9% | -1.5% | -5.4% | -6.6% |
| 3M | -15.8% | +15.5% | -31.3% | -19.7% |
| 6M | +1.9% | +17.3% | -15.3% | -3.7% |
| YTD | +6.6% | +11.1% | -4.5% | +0.8% |
| 1Y | +23.7% | -14.3% | +37.9% | +19.7% |
| All | +23.7% | -15.2% | +38.8% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling