+615.8%
ON vs RACE
+639.5%
-23.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.7% |
| 7D | +17.0% | -4.0% | +21.0% | +20.1% |
| 30D | -3.9% | +3.5% | -7.4% | -6.0% |
| 3M | -11.5% | -0.4% | -11.1% | -11.7% |
| 6M | -29.2% | +23.2% | -52.3% | -39.7% |
| YTD | +36.2% | +11.0% | +25.2% | +22.4% |
| 1Y | +49.6% | -2.2% | +51.9% | +46.6% |
| 3Y | +9.4% | +22.5% | -13.1% | -16.0% |
| 5Y | +25.8% | +63.2% | -37.3% | -21.8% |
| 10Y | +557.1% | +704.3% | -147.2% | +66.0% |
| All | +615.8% | +639.5% | -23.6% | +77.8% |
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