+121.2%
W vs RACE
+647.6%
-526.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +4.2% |
| 7D | -4.2% | -2.5% | -1.7% | -2.1% |
| 30D | -7.6% | +0.8% | -8.3% | -8.4% |
| 3M | +37.2% | +17.2% | +20.0% | +20.5% |
| 6M | +26.3% | +13.6% | +12.7% | +13.2% |
| YTD | -1.0% | +12.2% | -13.2% | -12.2% |
| 1Y | +20.1% | -16.3% | +36.3% | +34.1% |
| 3Y | +37.8% | +36.4% | +1.4% | -5.8% |
| 5Y | -63.7% | +95.0% | -158.6% | -80.5% |
| 10Y | +156.3% | +813.2% | -656.9% | -33.6% |
| All | +121.2% | +647.6% | -526.5% | -47.1% |
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