-4.4%
ON vs RACE
+28.1%
-32.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -11.7% | +5.1% | -16.8% | -12.9% |
| 30D | -23.3% | +7.7% | -31.0% | -25.0% |
| 3M | -19.2% | +2.2% | -21.3% | -19.8% |
| 6M | -40.1% | +23.8% | -63.9% | -44.7% |
| YTD | +16.9% | +13.9% | +3.0% | +10.5% |
| 1Y | +29.7% | +3.8% | +26.0% | +26.7% |
| 3Y | -4.4% | +28.0% | -32.4% | -11.7% |
| All | -4.4% | +28.1% | -32.5% | -11.7% |
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