+158.9%
REPL vs RACE
-16.2%
+175.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -2.4% |
| 7D | -3.0% | -2.5% | -0.4% | -3.9% |
| 30D | +27.1% | +0.8% | +26.4% | +27.9% |
| 3M | +52.4% | +17.2% | +35.2% | +59.7% |
| 6M | +107.4% | +13.6% | +93.9% | +118.2% |
| YTD | +54.7% | +12.2% | +42.5% | +63.7% |
| 1Y | +158.9% | -16.3% | +175.1% | +170.3% |
| All | +158.9% | -16.2% | +175.1% | +170.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling