+451.5%
RY vs RACE
+688.6%
-237.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.3% | -1.2% | +1.8% |
| 7D | +2.5% | +9.9% | -7.5% | -0.4% |
| 30D | +8.4% | +12.8% | -4.3% | +4.6% |
| 3M | +1.2% | +7.4% | -6.1% | -1.1% |
| 6M | +19.4% | +27.6% | -8.2% | +10.1% |
| YTD | +25.4% | +18.4% | +7.1% | +17.7% |
| 1Y | +46.7% | +9.5% | +37.2% | +40.9% |
| 3Y | +168.6% | +33.9% | +134.7% | +132.2% |
| 5Y | +132.3% | +74.9% | +57.4% | +79.2% |
| 10Y | +385.7% | +814.9% | -429.2% | +112.7% |
| All | +451.5% | +688.6% | -237.1% | +121.7% |
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