-80.5%
RUN vs RACE
+93.6%
-174.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.9% |
| 7D | +1.3% | -2.5% | +3.8% | +3.0% |
| 30D | -15.3% | +0.8% | -16.0% | -15.7% |
| 3M | -40.0% | +17.2% | -57.2% | -46.6% |
| 6M | -27.0% | +13.6% | -40.5% | -34.1% |
| YTD | -51.7% | +12.2% | -63.9% | -56.7% |
| 1Y | -45.9% | -16.3% | -29.6% | -40.9% |
| 3Y | -43.8% | +36.4% | -80.2% | -66.1% |
| All | -80.5% | +93.6% | -174.0% | -91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling