+47.4%
DD vs RACE
+36.9%
+10.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.9% |
| 7D | -3.5% | -2.5% | -1.0% | -2.9% |
| 30D | -10.3% | +0.8% | -11.1% | -10.6% |
| 3M | -7.5% | +17.2% | -24.7% | -11.7% |
| 6M | -8.0% | +13.6% | -21.6% | -11.8% |
| YTD | +10.5% | +12.2% | -1.7% | +5.9% |
| 1Y | +38.3% | -16.3% | +54.5% | +42.9% |
| All | +47.4% | +36.9% | +10.5% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling