+131.1%
UUUU vs RACE
+639.5%
-508.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -2.3% |
| 7D | +1.4% | -4.0% | +5.4% | +3.7% |
| 30D | -27.9% | +3.5% | -31.5% | -29.3% |
| 3M | -53.8% | -0.4% | -53.4% | -53.8% |
| 6M | -68.1% | +23.2% | -91.3% | -71.6% |
| YTD | -54.1% | +11.0% | -65.0% | -57.3% |
| 1Y | -57.8% | -2.2% | -55.5% | -57.9% |
| 3Y | -15.4% | +22.5% | -38.0% | -34.0% |
| 5Y | -39.2% | +63.2% | -102.4% | -61.2% |
| 10Y | +370.4% | +704.3% | -333.9% | +19.2% |
| All | +131.1% | +639.5% | -508.3% | -45.1% |
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