-45.5%
RUN vs RACE
-15.2%
-30.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.9% |
| 7D | +10.2% | -1.0% | +11.2% | +10.4% |
| 30D | -9.6% | -1.5% | -8.1% | -9.3% |
| 3M | -31.5% | +15.5% | -47.0% | -33.0% |
| 6M | -18.7% | +17.3% | -36.0% | -21.0% |
| YTD | -49.9% | +11.1% | -61.0% | -52.0% |
| 1Y | -45.5% | -14.3% | -31.2% | -49.7% |
| All | -45.5% | -15.2% | -30.3% | -49.7% |
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