+306.5%
RNG vs RACE
+647.6%
-341.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -2.9% |
| 7D | +5.8% | -2.5% | +8.3% | +7.3% |
| 30D | +19.6% | +0.8% | +18.8% | +19.0% |
| 3M | +67.0% | +17.2% | +49.9% | +52.2% |
| 6M | +88.4% | +13.6% | +74.8% | +72.8% |
| YTD | +155.5% | +12.2% | +143.3% | +134.9% |
| 1Y | +141.7% | -16.3% | +157.9% | +157.2% |
| 3Y | +131.1% | +36.4% | +94.6% | +75.3% |
| 5Y | -70.6% | +95.0% | -165.5% | -81.8% |
| 10Y | +228.2% | +813.2% | -585.0% | -1.2% |
| All | +306.5% | +647.6% | -341.1% | +25.0% |
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