+3.3%
ON vs RACE
+26.8%
-23.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -4.1% | +0.2% | -4.3% | -4.1% |
| 30D | -10.2% | +6.6% | -16.8% | -11.9% |
| 3M | -12.7% | +2.2% | -15.0% | -13.4% |
| 6M | -32.5% | +22.4% | -54.9% | -37.4% |
| YTD | +28.6% | +13.8% | +14.8% | +21.6% |
| 1Y | +43.4% | +2.2% | +41.2% | +40.8% |
| 3Y | +3.3% | +25.6% | -22.3% | -3.3% |
| All | +3.3% | +26.8% | -23.5% | -3.3% |
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