+99.9%
DD vs RACE
+741.5%
-641.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +3.2% | -3.9% | +7.1% | +5.0% |
| 30D | +20.3% | +6.8% | +13.5% | +17.0% |
| 3M | +8.2% | +1.3% | +6.8% | +7.3% |
| 6M | +3.4% | +26.3% | -22.9% | -7.3% |
| YTD | +30.6% | +13.8% | +16.8% | +21.6% |
| 1Y | +30.6% | -0.5% | +31.1% | +28.8% |
| 3Y | +91.1% | +25.6% | +65.5% | +61.5% |
| 5Y | +68.6% | +67.6% | +1.0% | +20.5% |
| 10Y | +99.9% | +724.7% | -624.8% | -13.4% |
| All | +99.9% | +741.5% | -641.6% | -13.4% |
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