+47.6%
ON vs RACE
+10.6%
+37.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.1% | -2.7% |
| 7D | -5.8% | +9.9% | -15.7% | -7.6% |
| 30D | -17.1% | +12.8% | -29.9% | -19.2% |
| 3M | -11.8% | +7.4% | -19.2% | -13.1% |
| 6M | -30.2% | +27.6% | -57.8% | -34.7% |
| YTD | +31.6% | +18.4% | +13.2% | +24.1% |
| 1Y | +47.6% | +9.5% | +38.0% | +45.9% |
| All | +47.6% | +10.6% | +37.0% | +45.9% |
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