+167.1%
P vs RACE
+30.0%
+137.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.3% | -14.1% | -15.9% |
| 7D | -31.9% | +5.7% | -37.6% | -32.7% |
| 30D | -36.5% | +9.3% | -45.8% | -37.7% |
| 3M | +11.6% | +3.8% | +7.7% | +10.6% |
| 6M | +25.2% | +29.8% | -4.6% | +16.6% |
| YTD | +39.4% | +15.6% | +23.8% | +33.3% |
| 1Y | -3.7% | +5.1% | -8.7% | -5.1% |
| All | +167.1% | +30.0% | +137.1% | +121.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling