+67.6%
RACE vs RVTY
-9.4%
+77.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -3.9% | -0.7% | -3.1% | -3.7% |
| 30D | +6.8% | +1.7% | +5.1% | +6.1% |
| 3M | +1.3% | +36.8% | -35.5% | -7.7% |
| 6M | +26.3% | +60.1% | -33.8% | +9.5% |
| YTD | +13.8% | +64.0% | -50.2% | -2.9% |
| 1Y | -0.5% | +68.2% | -68.7% | -15.9% |
| 3Y | +25.6% | +88.8% | -63.1% | -3.4% |
| 5Y | +67.6% | -10.5% | +78.1% | +71.6% |
| All | +67.6% | -9.4% | +77.0% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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