+49.6%
ADP vs RACE
+65.1%
-15.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.7% |
| 7D | +7.4% | +5.7% | +1.7% | +5.9% |
| 30D | +17.1% | +9.3% | +7.8% | +14.6% |
| 3M | +14.4% | +3.8% | +10.6% | +13.3% |
| 6M | +47.9% | +29.8% | +18.1% | +38.2% |
| YTD | +22.1% | +15.6% | +6.5% | +16.7% |
| 1Y | +21.8% | +5.1% | +16.7% | +19.4% |
| 3Y | +50.5% | +30.8% | +19.7% | +29.7% |
| 5Y | +49.6% | +67.4% | -17.9% | +12.5% |
| All | +49.6% | +65.1% | -15.5% | +12.5% |
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