+346.0%
RL vs RACE
+741.5%
-395.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -4.4% | -3.9% | -0.5% | -2.5% |
| 30D | +5.6% | +6.8% | -1.2% | +2.5% |
| 3M | -0.6% | +1.3% | -2.0% | -1.4% |
| 6M | +15.5% | +26.3% | -10.8% | +3.0% |
| YTD | +12.3% | +13.8% | -1.5% | +4.6% |
| 1Y | +19.3% | -0.5% | +19.8% | +18.0% |
| 3Y | +255.5% | +25.6% | +229.9% | +201.3% |
| 5Y | +247.1% | +67.6% | +179.4% | +147.1% |
| 10Y | +346.0% | +724.7% | -378.6% | +119.5% |
| All | +346.0% | +741.5% | -395.5% | +119.5% |
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