+782.7%
DE vs RACE
+740.2%
+42.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.3% |
| 7D | +3.3% | +0.2% | +3.0% | +3.2% |
| 30D | +10.7% | +6.6% | +4.1% | +8.4% |
| 3M | +13.1% | +2.2% | +10.9% | +12.1% |
| 6M | +20.2% | +22.4% | -2.2% | +11.7% |
| YTD | +48.9% | +13.8% | +35.1% | +40.8% |
| 1Y | +46.6% | +2.2% | +44.4% | +43.6% |
| 3Y | +91.4% | +25.6% | +65.8% | +65.9% |
| 5Y | +108.1% | +71.0% | +37.2% | +55.5% |
| 10Y | +782.7% | +739.1% | +43.6% | +352.7% |
| All | +782.7% | +740.2% | +42.5% | +352.7% |
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 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