+10.7%
O vs RACE
+65.0%
-54.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | +3.7% | +5.1% | -1.4% | +2.8% |
| 30D | +11.2% | +7.7% | +3.5% | +9.7% |
| 3M | -4.0% | +2.2% | -6.2% | -4.4% |
| 6M | -5.2% | +23.8% | -29.0% | -9.2% |
| YTD | +9.5% | +13.9% | -4.4% | +6.2% |
| 1Y | +10.6% | +3.8% | +6.8% | +9.2% |
| 3Y | +38.1% | +28.0% | +10.1% | +23.6% |
| All | +10.7% | +65.0% | -54.3% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling