+6.6%
ON vs RACE
+24.7%
-18.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -4.0% |
| 7D | +12.2% | -1.2% | +13.4% | +12.6% |
| 30D | -3.1% | +6.1% | -9.3% | -4.9% |
| 3M | -12.9% | -0.3% | -12.6% | -12.9% |
| 6M | -38.6% | +23.4% | -62.0% | -43.2% |
| YTD | +31.2% | +12.5% | +18.7% | +24.5% |
| 1Y | +47.6% | -0.5% | +48.1% | +46.3% |
| 3Y | +6.6% | +23.6% | -17.0% | +0.1% |
| All | +6.6% | +24.7% | -18.1% | +0.1% |
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 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