+89.4%
RSG vs RACE
+92.4%
-3.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -0.7% | -1.0% | +0.3% | -0.6% |
| 30D | +3.3% | -1.5% | +4.8% | +3.5% |
| 3M | +8.5% | +15.5% | -7.0% | +5.6% |
| 6M | -3.5% | +17.3% | -20.8% | -6.5% |
| YTD | +5.5% | +11.1% | -5.6% | +3.0% |
| 1Y | -1.7% | -14.3% | +12.5% | +0.5% |
| 3Y | +56.9% | +40.2% | +16.7% | +40.8% |
| 5Y | +89.4% | +92.6% | -3.2% | +55.1% |
| All | +89.4% | +92.4% | -3.0% | +55.1% |
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