+316.7%
RNG vs RACE
+658.2%
-341.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -3.5% | -3.9% | +0.4% | -1.4% |
| 30D | -3.8% | +6.8% | -10.6% | -7.2% |
| 3M | +18.6% | +1.3% | +17.2% | +17.4% |
| 6M | +69.2% | +26.3% | +42.9% | +47.3% |
| YTD | +161.9% | +13.8% | +148.1% | +138.5% |
| 1Y | +176.2% | -0.5% | +176.7% | +170.8% |
| 3Y | +174.5% | +25.6% | +148.9% | +119.3% |
| 5Y | -71.9% | +67.6% | -139.5% | -81.3% |
| 10Y | +235.4% | +724.7% | -489.3% | +5.0% |
| All | +316.7% | +658.2% | -341.5% | +26.9% |
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