+88.3%
RF vs RACE
+36.9%
+51.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.3% |
| 7D | +1.3% | -2.5% | +3.8% | +1.8% |
| 30D | -3.6% | +0.8% | -4.4% | -3.8% |
| 3M | +8.1% | +17.2% | -9.1% | +4.5% |
| 6M | +11.5% | +13.6% | -2.1% | +8.1% |
| YTD | +15.6% | +12.2% | +3.4% | +12.1% |
| 1Y | +15.7% | -16.3% | +31.9% | +19.0% |
| All | +88.3% | +36.9% | +51.4% | +62.6% |
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