-25.1%
ON vs RACE
+36.9%
-62.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.6% |
| 7D | +2.4% | -2.5% | +5.0% | +3.3% |
| 30D | -3.3% | +0.8% | -4.1% | -3.6% |
| 3M | -43.6% | +17.2% | -60.7% | -46.7% |
| 6M | +19.0% | +13.6% | +5.4% | +12.9% |
| YTD | +37.4% | +12.2% | +25.1% | +30.3% |
| 1Y | +54.8% | -16.3% | +71.0% | +62.8% |
| All | -25.1% | +36.9% | -62.0% | -36.3% |
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