-23.0%
Z vs RACE
+27.8%
-50.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.3% | +5.2% | +6.6% |
| 7D | +10.2% | +9.9% | +0.3% | +3.8% |
| 30D | +23.7% | +12.8% | +10.9% | +15.0% |
| 3M | -6.6% | +7.4% | -13.9% | -10.8% |
| 6M | -23.0% | +27.6% | -50.6% | -31.6% |
| All | -23.0% | +27.8% | -50.8% | -31.6% |
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 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