+284.5%
ADP vs RACE
+818.0%
-533.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.5% |
| 7D | -3.4% | -2.5% | -0.9% | -2.6% |
| 30D | +2.8% | +0.8% | +2.0% | +2.5% |
| 3M | +20.9% | +17.2% | +3.8% | +14.3% |
| 6M | +29.9% | +13.6% | +16.3% | +23.4% |
| YTD | +9.6% | +12.2% | -2.6% | +4.0% |
| 1Y | -5.3% | -16.3% | +11.0% | -1.2% |
| 3Y | +16.5% | +36.4% | -20.0% | -3.1% |
| 5Y | +49.4% | +95.0% | -45.6% | +4.8% |
| All | +284.5% | +818.0% | -533.5% | +70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling