+69.8%
RACE vs COO
-40.8%
+110.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.9% | -0.2% |
| 7D | +3.9% | +4.3% | -0.4% | +2.5% |
| 30D | +7.4% | +17.6% | -10.1% | +1.8% |
| 3M | +1.6% | -13.9% | +15.5% | +6.2% |
| 6M | +23.3% | +6.6% | +16.8% | +19.2% |
| YTD | +14.7% | -22.0% | +36.7% | +23.6% |
| 1Y | +2.5% | -8.8% | +11.3% | +4.4% |
| 3Y | +28.0% | -21.5% | +49.5% | +29.6% |
| 5Y | +69.8% | -41.0% | +110.8% | +88.4% |
| All | +69.8% | -40.8% | +110.6% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling