+83.0%
PL vs RACE
+96.6%
-13.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -61.6% |
| 6M | -30.3% | +13.6% | -43.9% | -35.3% |
| YTD | -8.1% | +12.2% | -20.3% | -15.6% |
| 1Y | +180.5% | -16.3% | +196.8% | +202.3% |
| 3Y | +444.1% | +36.4% | +407.7% | +297.6% |
| 5Y | +83.0% | +95.0% | -11.9% | +8.8% |
| All | +83.0% | +96.6% | -13.6% | +8.9% |
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