+152.2%
W vs RACE
+670.3%
-518.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.3% | -5.9% | -6.3% |
| 7D | -5.6% | +5.7% | -11.3% | -9.7% |
| 30D | +7.5% | +9.3% | -1.8% | +0.1% |
| 3M | +5.4% | +3.8% | +1.6% | +1.8% |
| 6M | +79.4% | +29.8% | +49.6% | +44.2% |
| YTD | +12.9% | +15.6% | -2.7% | -2.4% |
| 1Y | +12.4% | +5.1% | +7.3% | +5.2% |
| 3Y | +128.5% | +30.8% | +97.7% | +62.3% |
| 5Y | -54.0% | +67.4% | -121.4% | -72.4% |
| 10Y | +248.8% | +793.6% | -544.9% | -10.4% |
| All | +152.2% | +670.3% | -518.1% | -41.2% |
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