-69.8%
RNG vs RACE
+87.3%
-157.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.2% |
| 7D | -4.1% | -2.6% | -1.4% | -2.3% |
| 30D | +8.6% | -1.1% | +9.7% | +9.3% |
| 3M | +78.0% | +12.5% | +65.4% | +63.9% |
| 6M | +67.0% | +17.4% | +49.6% | +47.7% |
| YTD | +142.4% | +10.1% | +132.3% | +122.1% |
| 1Y | +120.4% | -15.1% | +135.6% | +136.8% |
| 3Y | +122.1% | +38.9% | +83.2% | +32.3% |
| 5Y | -69.8% | +90.7% | -160.5% | -87.7% |
| All | -69.8% | +87.3% | -157.1% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling