+43.7%
REPL vs RACE
+215.5%
-171.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.5% | -6.4% |
| 7D | +5.3% | -3.9% | +9.1% | +6.9% |
| 30D | +66.6% | +6.8% | +59.8% | +62.4% |
| 3M | +59.6% | +1.3% | +58.2% | +58.0% |
| 6M | +482.4% | +26.3% | +456.1% | +408.1% |
| YTD | +124.1% | +13.8% | +110.3% | +101.2% |
| 1Y | +138.6% | -0.5% | +139.0% | +129.6% |
| 3Y | +96.0% | +25.6% | +70.4% | +54.6% |
| 5Y | -35.4% | +67.6% | -103.0% | -59.2% |
| All | +43.7% | +215.5% | -171.8% | -42.5% |
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