-53.9%
RUN vs RACE
+10.6%
-64.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | -0.6% |
| 7D | +18.5% | +9.9% | +8.5% | +13.9% |
| 30D | +15.5% | +12.8% | +2.7% | +10.1% |
| 3M | -20.3% | +7.4% | -27.7% | -22.6% |
| 6M | -30.8% | +27.6% | -58.4% | -36.5% |
| YTD | -52.2% | +18.4% | -70.6% | -56.4% |
| 1Y | -53.9% | +9.5% | -63.4% | -56.6% |
| All | -53.9% | +10.6% | -64.4% | -56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling