+245.2%
XLY vs RACE
+649.8%
-404.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.0% |
| 7D | +2.0% | -1.2% | +3.2% | +2.5% |
| 30D | +7.6% | +6.1% | +1.5% | +5.0% |
| 3M | +1.5% | -0.3% | +1.8% | +1.5% |
| 6M | +1.5% | +23.4% | -21.9% | -7.3% |
| YTD | +1.1% | +12.5% | -11.4% | -4.9% |
| 1Y | +4.3% | -0.5% | +4.7% | +3.1% |
| 3Y | +51.8% | +23.6% | +28.2% | +30.9% |
| 5Y | +22.8% | +65.4% | -42.7% | -8.4% |
| 10Y | +233.4% | +715.5% | -482.0% | +56.3% |
| All | +245.2% | +649.8% | -404.5% | +53.5% |
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