+301.4%
RTX vs RACE
+670.3%
-368.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.6% |
| 7D | -3.8% | +5.7% | -9.4% | -5.4% |
| 30D | +4.7% | +9.3% | -4.6% | +1.9% |
| 3M | -13.4% | +3.8% | -17.2% | -14.6% |
| 6M | +11.8% | +29.8% | -18.0% | +2.5% |
| YTD | +5.8% | +15.6% | -9.9% | -0.2% |
| 1Y | +11.9% | +5.1% | +6.8% | +8.7% |
| 3Y | +146.3% | +30.8% | +115.5% | +111.5% |
| 5Y | +134.3% | +67.4% | +66.9% | +78.3% |
| 10Y | +277.9% | +793.6% | -515.7% | +71.4% |
| All | +301.4% | +670.3% | -368.9% | +79.5% |
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