+62.9%
ON vs RACE
+93.6%
-30.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +2.1% |
| 7D | +2.4% | -2.5% | +5.0% | +4.0% |
| 30D | -3.3% | +0.8% | -4.1% | -4.0% |
| 3M | -43.6% | +17.2% | -60.7% | -49.5% |
| 6M | +19.0% | +13.6% | +5.4% | +7.4% |
| YTD | +37.4% | +12.2% | +25.1% | +23.9% |
| 1Y | +54.8% | -16.3% | +71.0% | +68.1% |
| 3Y | -25.2% | +36.4% | -61.6% | -51.8% |
| All | +62.9% | +93.6% | -30.7% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling