-66.9%
S vs RACE
+69.7%
-136.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | -10.8% | +6.6% | -17.4% | -14.6% |
| 3M | +5.4% | +2.2% | +3.2% | +3.2% |
| 6M | +41.2% | +22.4% | +18.8% | +21.0% |
| YTD | +56.2% | +13.8% | +42.4% | +38.3% |
| 1Y | +36.3% | +2.2% | +34.1% | +30.6% |
| 3Y | +49.4% | +25.6% | +23.8% | -2.4% |
| 5Y | -66.9% | +71.0% | -137.9% | -85.9% |
| All | -66.9% | +69.7% | -136.5% | -85.9% |
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 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