+244.0%
RL vs RACE
+93.6%
+150.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +3.0% |
| 7D | -0.8% | -2.5% | +1.7% | +0.4% |
| 30D | -7.8% | +0.8% | -8.5% | -8.3% |
| 3M | -4.0% | +17.2% | -21.2% | -11.6% |
| 6M | -1.9% | +13.6% | -15.5% | -8.6% |
| YTD | -0.2% | +12.2% | -12.4% | -6.9% |
| 1Y | +10.7% | -16.3% | +26.9% | +18.3% |
| 3Y | +210.8% | +36.4% | +174.3% | +136.1% |
| All | +244.0% | +93.6% | +150.4% | +100.1% |
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