-100.0%
DFNS vs RACE
+65.0%
-165.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.5% | -10.7% | -11.9% |
| 7D | -44.0% | +5.1% | -49.1% | -44.6% |
| 30D | -69.1% | +7.7% | -76.8% | -69.6% |
| 3M | -95.6% | +2.2% | -97.8% | -95.6% |
| 6M | -96.2% | +23.8% | -119.9% | -96.1% |
| YTD | -99.6% | +13.9% | -113.5% | -99.6% |
| 1Y | -99.7% | +3.8% | -103.5% | -99.8% |
| 3Y | -100.0% | +28.0% | -128.0% | -100.0% |
| All | -100.0% | +65.0% | -165.0% | -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 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