+313.7%
ADP vs RACE
+738.3%
-424.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +1.1% | +3.9% | -2.8% | -0.2% |
| 30D | +11.5% | +7.4% | +4.1% | +8.9% |
| 3M | +12.0% | +1.6% | +10.4% | +11.2% |
| 6M | +43.8% | +23.3% | +20.5% | +33.3% |
| YTD | +20.1% | +14.7% | +5.4% | +12.9% |
| 1Y | +22.3% | +2.5% | +19.8% | +19.5% |
| 3Y | +43.3% | +28.0% | +15.3% | +22.5% |
| 5Y | +47.3% | +69.8% | -22.5% | +9.3% |
| 10Y | +313.7% | +734.9% | -421.2% | +97.2% |
| All | +313.7% | +738.3% | -424.6% | +97.2% |
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 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