-7.9%
RGTI vs RACE
+64.4%
-72.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.4% | -8.3% | -8.0% |
| 7D | -18.1% | -1.2% | -16.9% | -17.3% |
| 30D | -17.6% | +6.1% | -23.8% | -21.4% |
| 3M | -48.3% | -0.3% | -48.1% | -48.2% |
| 6M | -47.8% | +23.4% | -71.2% | -55.4% |
| YTD | -56.6% | +12.5% | -69.1% | -61.1% |
| 1Y | -61.8% | -0.5% | -61.4% | -62.2% |
| 3Y | +807.5% | +23.6% | +783.9% | +596.3% |
| All | -7.9% | +64.4% | -72.3% | -53.1% |
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 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