+26.4%
P vs RACE
-16.2%
+42.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.2% |
| 7D | +6.5% | -2.5% | +9.1% | +6.3% |
| 30D | +18.8% | +0.8% | +18.1% | +19.0% |
| 3M | +26.7% | +17.2% | +9.6% | +28.6% |
| 6M | +62.2% | +13.6% | +48.6% | +64.3% |
| YTD | +48.5% | +12.2% | +36.3% | +49.2% |
| 1Y | +26.4% | -16.3% | +42.7% | +27.6% |
| All | +26.4% | -16.2% | +42.6% | +27.6% |
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