+123.9%
RNG vs RACE
+39.3%
+84.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.0% |
| 7D | -0.8% | -1.0% | +0.2% | -0.4% |
| 30D | +11.4% | -1.5% | +12.9% | +11.9% |
| 3M | +72.1% | +15.5% | +56.6% | +63.8% |
| 6M | +67.9% | +17.3% | +50.6% | +58.3% |
| YTD | +144.3% | +11.1% | +133.2% | +133.5% |
| 1Y | +117.5% | -14.3% | +131.8% | +124.7% |
| 3Y | +123.9% | +40.2% | +83.7% | +70.3% |
| All | +123.9% | +39.3% | +84.6% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling