+852.9%
DE vs RACE
+793.3%
+59.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.9% | -1.5% |
| 7D | +0.7% | -1.0% | +1.7% | +1.0% |
| 30D | +9.6% | -1.5% | +11.2% | +10.1% |
| 3M | +19.0% | +15.5% | +3.5% | +13.1% |
| 6M | +16.1% | +17.3% | -1.2% | +9.3% |
| YTD | +47.0% | +11.1% | +35.9% | +40.4% |
| 1Y | +43.1% | -14.3% | +57.4% | +47.9% |
| 3Y | +77.5% | +40.2% | +37.3% | +47.2% |
| 5Y | +96.4% | +92.6% | +3.8% | +39.3% |
| 10Y | +852.9% | +786.6% | +66.3% | +333.9% |
| All | +852.9% | +793.3% | +59.6% | +333.9% |
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