+98.7%
DE vs RACE
+65.0%
+33.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.6% |
| 7D | -0.6% | +5.1% | -5.7% | -1.6% |
| 30D | +2.3% | +7.7% | -5.4% | +0.6% |
| 3M | +9.5% | +2.2% | +7.3% | +8.9% |
| 6M | +14.1% | +23.8% | -9.7% | +8.4% |
| YTD | +45.4% | +13.9% | +31.5% | +40.1% |
| 1Y | +42.9% | +3.8% | +39.1% | +40.5% |
| 3Y | +84.8% | +28.0% | +56.8% | +65.5% |
| All | +98.7% | +65.0% | +33.6% | +55.4% |
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