+82.3%
PL vs RACE
+93.6%
-11.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.7% | -0.3% |
| 7D | -9.3% | -2.5% | -6.8% | -8.2% |
| 30D | -18.9% | +0.8% | -19.7% | -19.3% |
| 3M | -58.4% | +17.2% | -75.5% | -61.7% |
| 6M | -30.3% | +13.6% | -43.9% | -35.5% |
| YTD | -8.1% | +12.2% | -20.3% | -15.9% |
| 1Y | +180.5% | -16.3% | +196.8% | +203.5% |
| 3Y | +444.1% | +36.4% | +407.7% | +284.9% |
| All | +82.3% | +93.6% | -11.3% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling