+138.6%
REPL vs RACE
+0.7%
+137.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.5% | -6.4% |
| 7D | +5.3% | -3.9% | +9.1% | +3.7% |
| 30D | +66.6% | +6.8% | +59.8% | +71.0% |
| 3M | +59.6% | +1.3% | +58.2% | +60.4% |
| 6M | +482.4% | +26.3% | +456.1% | +518.1% |
| YTD | +124.1% | +13.8% | +110.3% | +141.2% |
| 1Y | +138.6% | -0.5% | +139.0% | +181.5% |
| All | +138.6% | +0.7% | +137.9% | +181.5% |
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 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