+71.3%
DD vs RACE
+64.4%
+6.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | +5.0% | -1.2% | +6.2% | +5.4% |
| 30D | +19.7% | +6.1% | +13.6% | +17.0% |
| 3M | +7.2% | -0.3% | +7.5% | +7.1% |
| 6M | +1.0% | +23.4% | -22.4% | -7.7% |
| YTD | +29.1% | +12.5% | +16.6% | +21.4% |
| 1Y | +28.5% | -0.5% | +28.9% | +27.0% |
| 3Y | +89.4% | +23.6% | +65.8% | +59.8% |
| All | +71.3% | +64.4% | +6.9% | +14.6% |
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