+719.1%
RACE vs COO
+41.2%
+677.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.8% |
| 7D | +5.1% | +4.7% | +0.4% | +3.3% |
| 30D | +7.7% | +13.9% | -6.2% | +2.7% |
| 3M | +2.2% | -14.9% | +17.1% | +7.5% |
| 6M | +23.8% | +2.0% | +21.7% | +21.1% |
| YTD | +13.9% | -23.9% | +37.8% | +24.5% |
| 1Y | +3.8% | -9.6% | +13.4% | +6.0% |
| 3Y | +28.0% | -25.4% | +53.5% | +34.7% |
| 5Y | +64.9% | -41.2% | +106.1% | +88.7% |
| All | +719.1% | +41.2% | +677.9% | +557.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling