+28.5%
DECK vs RACE
+75.5%
-47.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.3% | +1.7% | +3.7% |
| 7D | +10.4% | +9.9% | +0.5% | +5.0% |
| 30D | +11.1% | +12.8% | -1.7% | +4.3% |
| 3M | -10.8% | +7.4% | -18.1% | -14.2% |
| 6M | -8.7% | +27.6% | -36.3% | -20.2% |
| YTD | -14.0% | +18.4% | -32.4% | -22.4% |
| 1Y | +12.0% | +9.5% | +2.5% | +5.4% |
| 3Y | -10.5% | +33.9% | -44.4% | -31.0% |
| 5Y | +28.5% | +74.9% | -46.4% | -23.3% |
| All | +28.5% | +75.5% | -47.0% | -23.3% |
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