+511.7%
ON vs RACE
+670.3%
-158.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.3% | -9.2% | -10.1% |
| 7D | -16.3% | +5.7% | -21.9% | -19.1% |
| 30D | -27.0% | +9.3% | -36.3% | -31.1% |
| 3M | -18.1% | +3.8% | -21.9% | -20.4% |
| 6M | -38.6% | +29.8% | -68.4% | -49.6% |
| YTD | +16.4% | +15.6% | +0.7% | +2.0% |
| 1Y | +25.8% | +5.1% | +20.8% | +17.4% |
| 3Y | -7.7% | +30.8% | -38.5% | -32.2% |
| 5Y | +6.6% | +67.4% | -60.9% | -34.8% |
| 10Y | +444.6% | +793.6% | -349.0% | +29.7% |
| All | +511.7% | +670.3% | -158.6% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling