+98.5%
DD vs RACE
+738.3%
-639.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.7% | +5.2% | +5.6% |
| 7D | +9.8% | +3.9% | +5.9% | +8.0% |
| 30D | +19.3% | +7.4% | +11.9% | +15.8% |
| 3M | +9.4% | +1.6% | +7.8% | +8.4% |
| 6M | +4.8% | +23.3% | -18.5% | -5.1% |
| YTD | +30.2% | +14.7% | +15.6% | +20.8% |
| 1Y | +32.2% | +2.5% | +29.7% | +28.7% |
| 3Y | +93.1% | +28.0% | +65.1% | +61.8% |
| 5Y | +68.0% | +69.8% | -1.8% | +19.5% |
| 10Y | +98.5% | +734.9% | -636.4% | -12.7% |
| All | +98.5% | +738.3% | -639.8% | -12.7% |
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