-16.3%
RACE vs COO
+4.1%
-20.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.4% |
| 7D | -2.5% | -2.2% | -0.3% | -1.7% |
| 30D | +0.8% | -7.0% | +7.8% | +3.3% |
| 3M | +17.2% | +12.2% | +4.9% | +12.3% |
| 6M | +13.6% | -15.1% | +28.7% | +18.9% |
| YTD | +12.2% | -15.1% | +27.3% | +17.3% |
| 1Y | -16.3% | +2.3% | -18.6% | -17.7% |
| All | -16.3% | +4.1% | -20.4% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling