-100.0%
DFNS vs RACE
+30.0%
-130.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.3% | -17.3% | -18.9% |
| 7D | -37.4% | +5.7% | -43.1% | -38.6% |
| 30D | -65.8% | +9.3% | -75.1% | -66.9% |
| 3M | -95.0% | +3.8% | -98.8% | -95.0% |
| 6M | -95.8% | +29.8% | -125.6% | -95.7% |
| YTD | -99.5% | +15.6% | -115.2% | -99.6% |
| 1Y | -99.7% | +5.1% | -104.8% | -99.8% |
| All | -100.0% | +30.0% | -130.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling