+560.3%
QQQ vs RACE
+658.9%
-98.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.0% |
| 7D | -5.0% | +5.1% | -10.1% | -6.9% |
| 30D | -13.4% | +7.7% | -21.1% | -16.0% |
| 3M | -8.1% | +2.2% | -10.3% | -9.1% |
| 6M | -5.5% | +23.8% | -29.3% | -14.2% |
| YTD | +7.2% | +13.9% | -6.7% | -0.2% |
| 1Y | +7.8% | +3.8% | +4.0% | +4.2% |
| 3Y | +80.7% | +28.0% | +52.7% | +51.9% |
| 5Y | +69.6% | +64.9% | +4.7% | +24.5% |
| 10Y | +517.8% | +780.4% | -262.6% | +164.9% |
| All | +560.3% | +658.9% | -98.6% | +175.2% |
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