+307.9%
RL vs RACE
+670.3%
-362.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.3% | -5.0% | -6.4% |
| 7D | -4.7% | +5.7% | -10.3% | -6.8% |
| 30D | +3.6% | +9.3% | -5.7% | -0.1% |
| 3M | +0.5% | +3.8% | -3.3% | -1.2% |
| 6M | +6.6% | +29.8% | -23.2% | -4.8% |
| YTD | +8.8% | +15.6% | -6.8% | +1.5% |
| 1Y | +21.8% | +5.1% | +16.7% | +17.9% |
| 3Y | +245.8% | +30.8% | +215.0% | +195.5% |
| 5Y | +230.0% | +67.4% | +162.6% | +147.5% |
| 10Y | +369.4% | +793.6% | -424.2% | +140.1% |
| All | +307.9% | +670.3% | -362.4% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling