+126.1%
RY vs RACE
+65.1%
+61.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.3% |
| 7D | -1.1% | +5.7% | -6.8% | -2.3% |
| 30D | +4.4% | +9.3% | -4.9% | +2.3% |
| 3M | -2.9% | +3.8% | -6.8% | -3.9% |
| 6M | +15.6% | +29.8% | -14.2% | +8.2% |
| YTD | +21.8% | +15.6% | +6.2% | +16.7% |
| 1Y | +42.6% | +5.1% | +37.5% | +39.7% |
| 3Y | +160.9% | +30.8% | +130.1% | +130.0% |
| 5Y | +126.1% | +67.4% | +58.7% | +72.0% |
| All | +126.1% | +65.1% | +61.0% | +72.0% |
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