+3.9%
P vs RACE
+3.3%
+0.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.4% |
| 7D | -23.8% | +5.1% | -28.9% | -23.2% |
| 30D | -36.6% | +7.7% | -44.3% | -36.0% |
| 3M | +10.9% | +2.2% | +8.7% | +11.6% |
| 6M | +30.0% | +23.8% | +6.2% | +34.8% |
| YTD | +44.4% | +13.9% | +30.5% | +41.9% |
| 1Y | +3.9% | +3.8% | +0.2% | -7.9% |
| All | +3.9% | +3.3% | +0.7% | -7.9% |
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