-24.7%
U vs RACE
+130.6%
-155.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.6% |
| 7D | +36.6% | +5.1% | +31.5% | +31.1% |
| 30D | +13.3% | +7.7% | +5.6% | +6.8% |
| 3M | +26.2% | +2.2% | +24.0% | +23.4% |
| 6M | +88.7% | +23.8% | +65.0% | +57.7% |
| YTD | +16.6% | +13.9% | +2.7% | +1.5% |
| 1Y | +29.0% | +3.8% | +25.2% | +20.5% |
| 3Y | +99.5% | +28.0% | +71.5% | +21.8% |
| 5Y | -66.1% | +64.9% | -131.0% | -86.5% |
| All | -24.7% | +130.6% | -155.3% | -75.4% |
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