-7.7%
RUN vs RACE
+23.0%
-30.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.5% | -3.6% | -5.1% |
| 7D | -13.7% | -4.0% | -9.7% | -12.3% |
| 30D | +9.4% | +3.5% | +5.8% | +8.0% |
| 3M | -13.4% | -0.4% | -13.0% | -13.2% |
| 6M | -39.6% | +23.2% | -62.7% | -44.0% |
| YTD | -53.7% | +11.0% | -64.7% | -55.9% |
| 1Y | -56.2% | -2.2% | -53.9% | -56.3% |
| All | -7.7% | +23.0% | -30.7% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling