+740.3%
RACE vs COO
+74.4%
+665.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.8% |
| 7D | +5.7% | +5.3% | +0.4% | +3.7% |
| 30D | +9.3% | +12.5% | -3.3% | +4.7% |
| 3M | +3.8% | -15.1% | +19.0% | +9.3% |
| 6M | +29.8% | +3.7% | +26.1% | +26.3% |
| YTD | +15.6% | -22.5% | +38.1% | +25.4% |
| 1Y | +5.1% | -7.8% | +12.9% | +6.5% |
| 3Y | +30.8% | -24.1% | +54.9% | +36.7% |
| 5Y | +67.4% | -40.1% | +107.5% | +89.7% |
| 10Y | +793.6% | +44.7% | +748.9% | +623.3% |
| All | +740.3% | +74.4% | +665.9% | +542.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling