+1,015.9%
MOD vs RACE
+670.3%
+345.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.3% | -5.0% | -6.0% |
| 7D | -34.2% | +5.7% | -39.8% | -36.5% |
| 30D | -51.9% | +9.3% | -61.2% | -54.5% |
| 3M | -53.0% | +3.8% | -56.9% | -54.3% |
| 6M | -66.4% | +29.8% | -96.1% | -71.6% |
| YTD | -31.5% | +15.6% | -47.2% | -38.7% |
| 1Y | -39.6% | +5.1% | -44.6% | -43.0% |
| 3Y | +116.8% | +30.8% | +86.0% | +71.0% |
| 5Y | +713.8% | +67.4% | +646.4% | +441.2% |
| 10Y | +882.7% | +793.6% | +89.1% | +132.3% |
| All | +1,015.9% | +670.3% | +345.6% | +146.3% |
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