+93.9%
REPL vs RACE
+26.8%
+67.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +3.0% |
| 7D | +14.2% | +3.9% | +10.3% | +14.3% |
| 30D | +65.9% | +7.4% | +58.4% | +66.1% |
| 3M | +84.6% | +1.6% | +83.0% | +84.5% |
| 6M | +446.9% | +23.3% | +423.6% | +437.9% |
| YTD | +129.0% | +14.7% | +114.4% | +127.3% |
| 1Y | +167.9% | +2.5% | +165.3% | +171.8% |
| 3Y | +93.9% | +28.0% | +65.9% | +147.8% |
| All | +93.9% | +26.8% | +67.1% | +147.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling