-85.1%
RUN vs RACE
+64.4%
-149.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.3% |
| 7D | -13.5% | -1.2% | -12.3% | -12.7% |
| 30D | +18.3% | +6.1% | +12.2% | +13.6% |
| 3M | -12.5% | -0.3% | -12.2% | -12.3% |
| 6M | -40.3% | +23.4% | -63.7% | -48.9% |
| YTD | -53.1% | +12.5% | -65.6% | -58.0% |
| 1Y | -54.3% | -0.5% | -53.8% | -55.1% |
| 3Y | -6.5% | +23.6% | -30.1% | -36.6% |
| All | -85.1% | +64.4% | -149.5% | -92.5% |
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