-30.4%
Z vs RACE
+26.7%
-57.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -2.3% | -8.3% | -9.0% |
| 7D | -2.3% | +5.7% | -7.9% | -5.4% |
| 30D | +9.4% | +9.3% | +0.1% | +3.9% |
| 3M | -16.1% | +3.8% | -19.9% | -18.1% |
| 6M | -30.4% | +29.8% | -60.2% | -38.2% |
| All | -30.4% | +26.7% | -57.1% | -38.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling