-100.0%
DFNS vs RACE
+137.9%
-237.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.8% | +13.6% | +12.9% |
| 7D | -37.0% | +0.2% | -37.2% | -37.0% |
| 30D | -63.4% | +6.6% | -70.0% | -63.8% |
| 3M | -94.1% | +2.2% | -96.3% | -94.1% |
| 6M | -96.3% | +22.4% | -118.7% | -96.3% |
| YTD | -99.6% | +13.8% | -113.4% | -99.6% |
| 1Y | -99.7% | +2.2% | -101.9% | -99.7% |
| 3Y | -100.0% | +25.6% | -125.6% | -100.0% |
| 5Y | -100.0% | +71.0% | -171.0% | -100.0% |
| All | -100.0% | +137.9% | -237.9% | -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