+53.2%
ADP vs RACE
+93.6%
-40.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.6% |
| 7D | -3.4% | -2.5% | -0.9% | -2.8% |
| 30D | +2.8% | +0.8% | +2.0% | +2.6% |
| 3M | +20.9% | +17.2% | +3.8% | +16.1% |
| 6M | +29.9% | +13.6% | +16.3% | +25.2% |
| YTD | +9.6% | +12.2% | -2.6% | +5.6% |
| 1Y | -5.3% | -16.3% | +11.0% | -1.5% |
| 3Y | +16.5% | +36.4% | -20.0% | -1.8% |
| All | +53.2% | +93.6% | -40.4% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling