-0.3%
SPOT vs RACE
+10.6%
-10.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.3% | +0.3% | +3.0% |
| 7D | +16.6% | +9.9% | +6.7% | +12.7% |
| 30D | +29.9% | +12.8% | +17.1% | +24.4% |
| 3M | +31.3% | +7.4% | +23.9% | +27.7% |
| 6M | +43.2% | +27.6% | +15.6% | +29.8% |
| YTD | +8.1% | +18.4% | -10.3% | -4.8% |
| 1Y | -0.3% | +9.5% | -9.8% | -11.5% |
| All | -0.3% | +10.6% | -10.9% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling