+38.1%
O vs RACE
+28.1%
+10.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | +3.7% | +5.1% | -1.4% | +3.2% |
| 30D | +11.2% | +7.7% | +3.5% | +10.4% |
| 3M | -4.0% | +2.2% | -6.2% | -4.2% |
| 6M | -5.2% | +23.8% | -29.0% | -7.3% |
| YTD | +9.5% | +13.9% | -4.4% | +7.8% |
| 1Y | +10.6% | +3.8% | +6.8% | +9.9% |
| 3Y | +38.1% | +28.0% | +10.1% | +27.2% |
| All | +38.1% | +28.1% | +10.0% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling