+345.6%
RCL vs RACE
+793.9%
-448.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +1.1% |
| 7D | -5.1% | -2.5% | -2.6% | -3.5% |
| 30D | -19.0% | +0.8% | -19.8% | -19.6% |
| 3M | -9.6% | +17.2% | -26.7% | -19.1% |
| 6M | -6.7% | +13.6% | -20.3% | -15.0% |
| YTD | -3.9% | +12.2% | -16.1% | -12.4% |
| 1Y | -25.1% | -16.3% | -8.8% | -18.4% |
| 3Y | +179.1% | +36.4% | +142.7% | +100.3% |
| 5Y | +243.3% | +95.0% | +148.4% | +88.1% |
| All | +345.6% | +793.9% | -448.3% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling