+494.2%
NYT vs RACE
+640.3%
-146.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +0.3% | -1.0% | +1.4% | +0.6% |
| 30D | +7.0% | -1.5% | +8.5% | +7.3% |
| 3M | -7.9% | +15.5% | -23.4% | -11.9% |
| 6M | -15.0% | +17.3% | -32.3% | -19.4% |
| YTD | -1.3% | +11.1% | -12.4% | -5.3% |
| 1Y | +16.9% | -14.3% | +31.2% | +20.0% |
| 3Y | +58.9% | +40.2% | +18.7% | +35.1% |
| 5Y | +40.9% | +92.6% | -51.7% | +6.3% |
| 10Y | +471.8% | +786.6% | -314.8% | +183.9% |
| All | +494.2% | +640.3% | -146.1% | +188.1% |
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