+516.0%
ON vs RACE
+738.3%
-222.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.7% | +8.5% | +8.7% |
| 7D | -1.4% | +3.9% | -5.3% | -3.9% |
| 30D | -10.9% | +7.4% | -18.3% | -15.0% |
| 3M | -14.9% | +1.6% | -16.5% | -16.2% |
| 6M | -33.0% | +23.3% | -56.4% | -43.5% |
| YTD | +27.6% | +14.7% | +13.0% | +11.7% |
| 1Y | +44.5% | +2.5% | +42.0% | +36.9% |
| 3Y | +7.4% | +28.0% | -20.6% | -22.0% |
| 5Y | +18.7% | +69.8% | -51.1% | -31.6% |
| 10Y | +516.0% | +734.9% | -218.9% | +40.1% |
| All | +516.0% | +738.3% | -222.3% | +40.1% |
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 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