+377.3%
RMD vs RACE
+658.9%
-281.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.2% |
| 7D | +2.3% | +5.1% | -2.8% | +0.7% |
| 30D | +4.1% | +7.7% | -3.6% | +1.7% |
| 3M | +5.7% | +2.2% | +3.5% | +4.9% |
| 6M | +12.9% | +23.8% | -10.9% | +5.1% |
| YTD | -1.5% | +13.9% | -15.4% | -6.6% |
| 1Y | -4.8% | +3.8% | -8.5% | -7.0% |
| 3Y | +57.5% | +28.0% | +29.5% | +38.3% |
| 5Y | -5.5% | +64.9% | -70.4% | -25.5% |
| 10Y | +357.8% | +780.4% | -422.6% | +137.7% |
| All | +377.3% | +658.9% | -281.6% | +137.6% |
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