+11.6%
RUN vs RACE
+658.9%
-647.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +2.0% |
| 7D | +33.4% | +5.1% | +28.3% | +29.2% |
| 30D | +31.1% | +7.7% | +23.4% | +25.4% |
| 3M | +6.4% | +2.2% | +4.2% | +5.1% |
| 6M | -22.2% | +23.8% | -46.0% | -32.3% |
| YTD | -45.8% | +13.9% | -59.7% | -51.2% |
| 1Y | -51.1% | +3.8% | -54.9% | -53.5% |
| 3Y | -3.0% | +28.0% | -31.1% | -25.1% |
| 5Y | -82.2% | +64.9% | -147.2% | -88.4% |
| 10Y | +111.9% | +780.4% | -668.5% | -22.4% |
| All | +11.6% | +658.9% | -647.2% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling