+66.1%
RACE vs RVTY
-7.4%
+73.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -2.2% |
| 7D | +5.1% | -1.2% | +6.3% | +5.3% |
| 30D | +7.7% | +1.0% | +6.7% | +7.2% |
| 3M | +2.2% | +35.8% | -33.7% | -6.7% |
| 6M | +23.8% | +56.7% | -32.9% | +8.0% |
| YTD | +13.9% | +60.7% | -46.8% | -2.3% |
| 1Y | +3.8% | +73.7% | -69.9% | -13.2% |
| 3Y | +28.0% | +82.8% | -54.7% | -0.5% |
| All | +66.1% | -7.4% | +73.5% | +72.4% |
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