-35.1%
REPL vs RACE
+65.0%
-100.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.5% | +9.5% | +8.3% |
| 7D | +22.8% | +5.1% | +17.7% | +21.4% |
| 30D | +63.8% | +7.7% | +56.1% | +61.2% |
| 3M | +68.1% | +2.2% | +65.9% | +66.7% |
| 6M | +528.5% | +23.8% | +504.7% | +479.6% |
| YTD | +122.4% | +13.9% | +108.5% | +108.3% |
| 1Y | +154.4% | +3.8% | +150.6% | +147.3% |
| 3Y | +68.0% | +28.0% | +39.9% | +37.8% |
| All | -35.1% | +65.0% | -100.2% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling