+319.7%
RL vs RACE
+729.2%
-409.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.5% | -1.8% |
| 7D | +2.6% | -1.2% | +3.8% | +3.2% |
| 30D | +2.9% | +6.1% | -3.2% | +0.2% |
| 3M | 0.0% | -0.3% | +0.3% | -0.1% |
| 6M | +17.1% | +23.4% | -6.3% | +5.6% |
| YTD | +10.1% | +12.5% | -2.4% | +3.0% |
| 1Y | +17.3% | -0.5% | +17.8% | +16.0% |
| 3Y | +249.3% | +23.6% | +225.7% | +198.0% |
| 5Y | +240.9% | +65.4% | +175.5% | +143.8% |
| All | +319.7% | +729.2% | -409.5% | +86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling