+543.0%
XYZ vs RACE
+873.8%
-330.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -2.3% |
| 7D | +9.2% | +5.7% | +3.6% | +5.0% |
| 30D | +9.8% | +9.3% | +0.5% | +3.0% |
| 3M | -0.2% | +3.8% | -4.0% | -2.9% |
| 6M | +18.0% | +29.8% | -11.8% | -3.9% |
| YTD | +29.1% | +15.6% | +13.5% | +13.1% |
| 1Y | +14.1% | +5.1% | +9.0% | +7.1% |
| 3Y | +72.6% | +30.8% | +41.9% | +22.5% |
| 5Y | -64.6% | +67.4% | -132.0% | -79.2% |
| 10Y | +590.0% | +793.6% | -203.6% | +74.5% |
| All | +543.0% | +873.8% | -330.8% | +45.7% |
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