+147.4%
RTX vs RACE
+64.4%
+83.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | +4.8% | -1.2% | +6.0% | +5.0% |
| 30D | +6.5% | +6.1% | +0.4% | +5.5% |
| 3M | -9.6% | -0.3% | -9.4% | -9.7% |
| 6M | +12.3% | +23.4% | -11.1% | +8.2% |
| YTD | +9.5% | +12.5% | -3.1% | +6.7% |
| 1Y | +15.8% | -0.5% | +16.3% | +15.3% |
| 3Y | +157.0% | +23.6% | +133.4% | +137.2% |
| All | +147.4% | +64.4% | +83.0% | +103.6% |
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 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