+363.2%
RMD vs RACE
+647.6%
-284.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.2% |
| 7D | -5.0% | -2.5% | -2.5% | -4.2% |
| 30D | +2.2% | +0.8% | +1.4% | +1.9% |
| 3M | +17.8% | +17.2% | +0.7% | +11.9% |
| 6M | -11.3% | +13.6% | -24.9% | -15.3% |
| YTD | -4.4% | +12.2% | -16.6% | -8.9% |
| 1Y | -15.7% | -16.3% | +0.5% | -12.2% |
| 3Y | +47.7% | +36.4% | +11.3% | +26.7% |
| 5Y | -19.2% | +95.0% | -114.2% | -39.7% |
| 10Y | +280.4% | +813.2% | -532.9% | +97.0% |
| All | +363.2% | +647.6% | -284.4% | +131.9% |
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