+99.2%
DE vs RACE
+93.6%
+5.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.3% |
| 7D | +10.0% | -2.5% | +12.5% | +10.6% |
| 30D | +13.3% | +0.8% | +12.5% | +13.1% |
| 3M | +17.5% | +17.2% | +0.3% | +13.2% |
| 6M | +13.6% | +13.6% | 0.0% | +9.9% |
| YTD | +49.8% | +12.2% | +37.6% | +44.9% |
| 1Y | +47.9% | -16.3% | +64.1% | +52.0% |
| 3Y | +72.5% | +36.4% | +36.1% | +51.2% |
| All | +99.2% | +93.6% | +5.7% | +46.6% |
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