+69.7%
DD vs RACE
+793.9%
-724.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.1% |
| 7D | -3.5% | -2.5% | -1.0% | -2.5% |
| 30D | -10.3% | +0.8% | -11.1% | -10.7% |
| 3M | -7.5% | +17.2% | -24.7% | -13.9% |
| 6M | -8.0% | +13.6% | -21.6% | -13.8% |
| YTD | +10.5% | +12.2% | -1.7% | +3.6% |
| 1Y | +38.3% | -16.3% | +54.5% | +46.0% |
| 3Y | +42.5% | +36.4% | +6.0% | +15.8% |
| 5Y | +60.2% | +95.0% | -34.8% | +7.6% |
| All | +69.7% | +793.9% | -724.2% | -26.2% |
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