+11.1%
S vs RACE
+36.9%
-25.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.0% |
| 7D | -7.7% | -2.5% | -5.2% | -6.9% |
| 30D | -5.3% | +0.8% | -6.1% | -5.7% |
| 3M | +20.3% | +17.2% | +3.1% | +13.7% |
| 6M | +47.4% | +13.6% | +33.8% | +40.2% |
| YTD | +32.5% | +12.2% | +20.3% | +26.0% |
| 1Y | +9.5% | -16.3% | +25.8% | +14.3% |
| All | +11.1% | +36.9% | -25.8% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling