+575.8%
ON vs RACE
+658.1%
-82.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.2% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | -10.2% | +6.6% | -16.8% | -13.8% |
| 3M | -12.7% | +2.2% | -15.0% | -14.4% |
| 6M | -32.5% | +22.4% | -54.9% | -42.4% |
| YTD | +28.6% | +13.8% | +14.8% | +13.8% |
| 1Y | +43.4% | +2.2% | +41.2% | +36.4% |
| 3Y | +3.3% | +25.6% | -22.3% | -21.9% |
| 5Y | +22.5% | +71.0% | -48.5% | -26.2% |
| 10Y | +535.7% | +739.1% | -203.4% | +56.8% |
| All | +575.8% | +658.1% | -82.3% | +65.2% |
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 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