+142.0%
W vs RACE
+28.1%
+113.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -0.6% |
| 7D | -3.6% | +5.1% | -8.7% | -6.2% |
| 30D | +7.0% | +7.7% | -0.7% | +2.7% |
| 3M | +7.4% | +2.2% | +5.2% | +6.0% |
| 6M | +69.3% | +23.8% | +45.5% | +50.5% |
| YTD | +11.3% | +13.9% | -2.6% | +2.2% |
| 1Y | +13.2% | +3.8% | +9.4% | +9.5% |
| 3Y | +142.0% | +28.0% | +114.0% | +97.1% |
| All | +142.0% | +28.1% | +113.9% | +97.1% |
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 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