+233.7%
RNG vs RACE
+729.2%
-495.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -1.4% |
| 7D | +4.6% | -1.2% | +5.8% | +5.3% |
| 30D | +0.4% | +6.1% | -5.7% | -3.1% |
| 3M | +11.4% | -0.3% | +11.7% | +11.2% |
| 6M | +95.7% | +23.4% | +72.3% | +71.4% |
| YTD | +162.9% | +12.5% | +150.4% | +139.7% |
| 1Y | +180.3% | -0.5% | +180.7% | +174.3% |
| 3Y | +188.3% | +23.6% | +164.7% | +127.7% |
| 5Y | -72.5% | +65.4% | -138.0% | -82.4% |
| All | +233.7% | +729.2% | -495.5% | -6.6% |
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 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