+63.2%
RIG vs RACE
+92.4%
-29.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.3% |
| 7D | -2.7% | -1.0% | -1.7% | -2.4% |
| 30D | +9.5% | -1.5% | +11.0% | +9.9% |
| 3M | -6.6% | +15.5% | -22.1% | -11.0% |
| 6M | -2.9% | +17.3% | -20.2% | -8.4% |
| YTD | +39.5% | +11.1% | +28.4% | +33.6% |
| 1Y | +82.3% | -14.3% | +96.5% | +89.3% |
| 3Y | -29.6% | +40.2% | -69.7% | -41.1% |
| 5Y | +63.2% | +92.6% | -29.4% | +20.2% |
| All | +63.2% | +92.4% | -29.3% | +20.2% |
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