+416.9%
P vs RACE
+647.6%
-230.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.3% |
| 7D | +6.5% | -2.5% | +9.1% | +7.8% |
| 30D | +18.8% | +0.8% | +18.1% | +18.1% |
| 3M | +26.7% | +17.2% | +9.6% | +16.3% |
| 6M | +62.2% | +13.6% | +48.6% | +49.0% |
| YTD | +48.5% | +12.2% | +36.3% | +36.0% |
| 1Y | +26.4% | -16.3% | +42.7% | +32.7% |
| 3Y | +159.4% | +36.4% | +123.0% | +101.1% |
| 5Y | +275.8% | +95.0% | +180.8% | +134.6% |
| 10Y | +732.0% | +813.2% | -81.2% | +165.2% |
| All | +416.9% | +647.6% | -230.7% | +48.6% |
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 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