-100.0%
DFNS vs RACE
+135.3%
-235.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -5.7% |
| 7D | -6.0% | -1.2% | -4.8% | -5.7% |
| 30D | -71.2% | +6.1% | -77.3% | -71.5% |
| 3M | -94.5% | -0.3% | -94.2% | -94.5% |
| 6M | -96.5% | +23.4% | -120.0% | -96.5% |
| YTD | -99.6% | +12.5% | -112.2% | -99.6% |
| 1Y | -99.7% | -0.5% | -99.2% | -99.7% |
| 3Y | -100.0% | +23.6% | -123.6% | -100.0% |
| 5Y | -100.0% | +65.4% | -165.4% | -100.0% |
| All | -100.0% | +135.3% | -235.3% | -100.0% |
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