+120.4%
DD vs RACE
+658.9%
-538.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.7% |
| 7D | +4.6% | +5.1% | -0.5% | +2.6% |
| 30D | +11.8% | +7.7% | +4.1% | +8.6% |
| 3M | +2.2% | +2.2% | 0.0% | +1.1% |
| 6M | -1.6% | +23.8% | -25.4% | -10.3% |
| YTD | +23.0% | +13.9% | +9.1% | +15.2% |
| 1Y | +26.9% | +3.8% | +23.2% | +23.2% |
| 3Y | +77.9% | +28.0% | +49.8% | +52.3% |
| 5Y | +59.9% | +64.9% | -5.0% | +20.1% |
| 10Y | +90.1% | +780.4% | -690.3% | -10.7% |
| All | +120.4% | +658.9% | -538.4% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling