+51.8%
XLY vs RACE
+24.7%
+27.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | +2.0% | -1.2% | +3.2% | +2.4% |
| 30D | +7.6% | +6.1% | +1.5% | +5.8% |
| 3M | +1.5% | -0.3% | +1.8% | +1.5% |
| 6M | +1.5% | +23.4% | -21.9% | -4.5% |
| YTD | +1.1% | +12.5% | -11.4% | -3.0% |
| 1Y | +4.3% | -0.5% | +4.7% | +3.3% |
| 3Y | +51.8% | +23.6% | +28.2% | +36.6% |
| All | +51.8% | +24.7% | +27.1% | +36.6% |
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