+11.1%
PL vs RACE
+65.1%
-53.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.3% | -7.8% | -8.9% |
| 7D | -20.5% | +5.7% | -26.2% | -22.8% |
| 30D | -38.8% | +9.3% | -48.1% | -41.6% |
| 3M | -49.1% | +3.8% | -53.0% | -50.2% |
| 6M | -69.4% | +29.8% | -99.2% | -73.5% |
| YTD | -42.3% | +15.6% | -58.0% | -48.2% |
| 1Y | -14.2% | +5.1% | -19.3% | -18.2% |
| 3Y | +398.7% | +30.8% | +367.9% | +264.1% |
| 5Y | +11.1% | +67.4% | -56.3% | -31.0% |
| All | +11.1% | +65.1% | -53.9% | -31.0% |
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