-38.6%
RUN vs RACE
+40.8%
-79.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.3% |
| 7D | +1.3% | -2.5% | +3.8% | +2.3% |
| 30D | -15.3% | +0.8% | -16.0% | -15.5% |
| 3M | -40.0% | +17.2% | -57.2% | -43.7% |
| 6M | -27.0% | +13.6% | -40.5% | -30.9% |
| YTD | -51.7% | +12.2% | -63.9% | -54.5% |
| 1Y | -45.9% | -16.3% | -29.6% | -42.8% |
| All | -38.6% | +40.8% | -79.4% | -61.3% |
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