+25.1%
RF vs RACE
+10.6%
+14.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +0.9% |
| 7D | +2.3% | +9.9% | -7.7% | +0.8% |
| 30D | +7.2% | +12.8% | -5.6% | +5.3% |
| 3M | -8.2% | +7.4% | -15.6% | -9.4% |
| 6M | +7.0% | +27.6% | -20.6% | +2.5% |
| YTD | +10.3% | +18.4% | -8.1% | +6.6% |
| 1Y | +25.1% | +9.5% | +15.5% | +25.1% |
| All | +25.1% | +10.6% | +14.5% | +25.1% |
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