-68.9%
XYZ vs RACE
+93.6%
-162.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.8% |
| 7D | -1.0% | -2.5% | +1.5% | +1.2% |
| 30D | -1.7% | +0.8% | -2.5% | -2.4% |
| 3M | +16.7% | +17.2% | -0.4% | +2.0% |
| 6M | +26.9% | +13.6% | +13.3% | +12.8% |
| YTD | +27.1% | +12.2% | +14.9% | +12.3% |
| 1Y | +9.3% | -16.3% | +25.5% | +22.6% |
| 3Y | +42.3% | +36.4% | +5.8% | -23.6% |
| All | -68.9% | +93.6% | -162.4% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling