+15.6%
NYT vs RACE
-12.0%
+27.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -0.6% | +0.9% | -1.5% | -0.7% |
| 30D | +4.6% | +1.6% | +3.0% | +4.4% |
| 3M | -9.6% | +13.2% | -22.8% | -10.8% |
| 6M | -14.0% | +22.9% | -36.9% | -15.9% |
| YTD | -2.8% | +13.3% | -16.1% | -4.9% |
| 1Y | +15.6% | -12.7% | +28.3% | +12.5% |
| All | +15.6% | -12.0% | +27.6% | +12.5% |
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