-69.4%
PL vs RACE
+26.7%
-96.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.3% | -7.8% | -9.2% |
| 7D | -20.5% | +5.7% | -26.2% | -22.3% |
| 30D | -38.8% | +9.3% | -48.1% | -41.0% |
| 3M | -49.1% | +3.8% | -53.0% | -49.9% |
| 6M | -69.4% | +29.8% | -99.2% | -71.4% |
| All | -69.4% | +26.7% | -96.0% | -71.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling