+65.3%
RACE vs COO
-40.4%
+105.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | +6.1% | +14.2% | -8.0% | +1.6% |
| 3M | -0.3% | -18.2% | +17.9% | +6.3% |
| 6M | +23.4% | +5.3% | +18.1% | +19.7% |
| YTD | +12.5% | -23.6% | +36.1% | +22.3% |
| 1Y | -0.5% | -12.7% | +12.2% | +2.9% |
| 3Y | +23.6% | -24.2% | +47.8% | +27.0% |
| All | +65.3% | -40.4% | +105.6% | +88.5% |
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