+6.6%
PL vs RACE
+2.2%
+4.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | +5.6% | +0.2% | +5.4% | +5.7% |
| 30D | -16.9% | +6.6% | -23.6% | -17.1% |
| 3M | -38.2% | +2.2% | -40.4% | -38.2% |
| 6M | -63.4% | +22.4% | -85.8% | -62.9% |
| YTD | -27.6% | +13.8% | -41.4% | -21.8% |
| 1Y | +6.6% | +2.2% | +4.4% | +10.7% |
| All | +6.6% | +2.2% | +4.4% | +10.7% |
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 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