+42.6%
REPL vs RACE
+215.7%
-173.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.5% | +9.5% | +8.6% |
| 7D | +22.8% | +5.1% | +17.7% | +20.3% |
| 30D | +63.8% | +7.7% | +56.1% | +59.2% |
| 3M | +68.1% | +2.2% | +65.9% | +65.7% |
| 6M | +528.5% | +23.8% | +504.7% | +454.7% |
| YTD | +122.4% | +13.9% | +108.5% | +99.7% |
| 1Y | +154.4% | +3.8% | +150.6% | +139.5% |
| 3Y | +68.0% | +28.0% | +39.9% | +30.9% |
| 5Y | -35.4% | +64.9% | -100.3% | -58.7% |
| All | +42.6% | +215.7% | -173.1% | -43.0% |
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