+318.8%
ADP vs RACE
+741.5%
-422.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.9% | -3.9% | +4.8% | +2.2% |
| 30D | +11.9% | +6.8% | +5.1% | +9.4% |
| 3M | +13.7% | +1.3% | +12.4% | +13.0% |
| 6M | +46.8% | +26.3% | +20.5% | +35.0% |
| YTD | +21.8% | +13.8% | +8.0% | +14.8% |
| 1Y | +23.5% | -0.5% | +24.0% | +21.9% |
| 3Y | +44.1% | +25.6% | +18.4% | +24.0% |
| 5Y | +49.9% | +67.6% | -17.7% | +11.7% |
| 10Y | +318.8% | +724.7% | -405.9% | +97.4% |
| All | +318.8% | +741.5% | -422.8% | +97.4% |
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