+518.5%
RSG vs RACE
+647.6%
-129.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.7% |
| 7D | +0.3% | -2.5% | +2.8% | +0.8% |
| 30D | +7.6% | +0.8% | +6.8% | +7.3% |
| 3M | +7.4% | +17.2% | -9.7% | +3.5% |
| 6M | -3.3% | +13.6% | -16.9% | -6.5% |
| YTD | +6.0% | +12.2% | -6.2% | +2.5% |
| 1Y | -3.7% | -16.3% | +12.6% | -1.0% |
| 3Y | +59.1% | +36.4% | +22.7% | +42.9% |
| 5Y | +89.0% | +95.0% | -5.9% | +52.7% |
| 10Y | +412.5% | +813.2% | -400.7% | +218.7% |
| All | +518.5% | +647.6% | -129.1% | +282.6% |
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