-3.0%
RUN vs RACE
+28.1%
-31.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.7% |
| 7D | +33.4% | +5.1% | +28.3% | +30.8% |
| 30D | +31.1% | +7.7% | +23.4% | +27.5% |
| 3M | +6.4% | +2.2% | +4.2% | +5.5% |
| 6M | -22.2% | +23.8% | -46.0% | -28.1% |
| YTD | -45.8% | +13.9% | -59.7% | -48.9% |
| 1Y | -51.1% | +3.8% | -54.9% | -52.4% |
| 3Y | -3.0% | +28.0% | -31.1% | -22.3% |
| All | -3.0% | +28.1% | -31.1% | -22.3% |
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