+17.5%
P vs RACE
+10.6%
+7.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.3% | -9.3% | -4.5% |
| 7D | -19.4% | +9.9% | -29.3% | -18.4% |
| 30D | -22.3% | +12.8% | -35.1% | -21.2% |
| 3M | +33.2% | +7.4% | +25.8% | +34.7% |
| 6M | +53.6% | +27.6% | +26.0% | +59.6% |
| YTD | +66.8% | +18.4% | +48.4% | +65.0% |
| 1Y | +17.5% | +9.5% | +8.0% | +8.3% |
| All | +17.5% | +10.6% | +7.0% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling