-99.9%
DFNS vs RACE
+93.6%
-193.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.0% |
| 7D | -16.0% | -2.5% | -13.5% | -15.5% |
| 30D | -77.7% | +0.8% | -78.5% | -77.6% |
| 3M | -77.2% | +17.2% | -94.3% | -76.9% |
| 6M | -95.2% | +13.6% | -108.8% | -95.2% |
| YTD | -98.0% | +12.2% | -110.2% | -98.0% |
| 1Y | -98.3% | -16.3% | -82.0% | -98.4% |
| 3Y | -99.9% | +36.4% | -136.3% | -99.9% |
| All | -99.9% | +93.6% | -193.4% | -99.9% |
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