+324.6%
RL vs RACE
+717.8%
-393.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.6% | +0.3% |
| 7D | +2.4% | -4.0% | +6.4% | +4.3% |
| 30D | +4.6% | +3.5% | +1.0% | +3.0% |
| 3M | -1.1% | -0.4% | -0.7% | -1.1% |
| 6M | +16.5% | +23.2% | -6.6% | +5.1% |
| YTD | +11.4% | +11.0% | +0.4% | +4.9% |
| 1Y | +16.1% | -2.2% | +18.3% | +15.8% |
| 3Y | +252.6% | +22.5% | +230.1% | +202.0% |
| 5Y | +244.9% | +63.2% | +181.7% | +148.3% |
| All | +324.6% | +717.8% | -393.3% | +89.5% |
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