+26.5%
ON vs RACE
+68.9%
-42.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.3% | -3.9% | +7.2% | +5.9% |
| 30D | -3.1% | +6.8% | -9.9% | -6.8% |
| 3M | -9.2% | +1.3% | -10.6% | -10.3% |
| 6M | -31.4% | +26.3% | -57.6% | -41.8% |
| YTD | +36.0% | +13.8% | +22.2% | +21.6% |
| 1Y | +52.0% | -0.5% | +52.5% | +48.8% |
| 3Y | +9.3% | +25.6% | -16.4% | -22.4% |
| 5Y | +26.5% | +67.6% | -41.1% | -34.2% |
| All | +26.5% | +68.9% | -42.4% | -34.2% |
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