+82.5%
O vs RACE
+741.5%
-659.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +0.6% | -3.9% | +4.5% | +1.6% |
| 30D | +9.4% | +6.8% | +2.6% | +7.6% |
| 3M | -2.4% | +1.3% | -3.7% | -2.9% |
| 6M | -1.9% | +26.3% | -28.1% | -8.3% |
| YTD | +10.5% | +13.8% | -3.3% | +5.5% |
| 1Y | +10.0% | -0.5% | +10.4% | +8.9% |
| 3Y | +40.5% | +25.6% | +14.8% | +24.3% |
| 5Y | +10.2% | +67.6% | -57.4% | -13.2% |
| 10Y | +82.5% | +724.7% | -642.2% | +11.5% |
| All | +82.5% | +741.5% | -659.1% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling