-35.2%
MOD vs RACE
+3.3%
-38.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.0% |
| 7D | -25.5% | +5.1% | -30.6% | -26.6% |
| 30D | -49.0% | +7.7% | -56.7% | -50.1% |
| 3M | -49.8% | +2.2% | -52.0% | -50.1% |
| 6M | -64.8% | +23.8% | -88.5% | -67.0% |
| YTD | -27.6% | +13.9% | -41.5% | -30.9% |
| 1Y | -35.2% | +3.8% | -39.0% | -38.3% |
| All | -35.2% | +3.3% | -38.5% | -38.3% |
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 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