+111.8%
DG vs RACE
+740.2%
-628.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.6% |
| 7D | +5.2% | +0.2% | +5.0% | +5.2% |
| 30D | +7.9% | +6.6% | +1.3% | +6.6% |
| 3M | +12.7% | +2.2% | +10.5% | +12.1% |
| 6M | +22.4% | +22.4% | 0.0% | +17.5% |
| YTD | +5.4% | +13.8% | -8.4% | +2.2% |
| 1Y | +39.4% | +2.2% | +37.2% | +37.9% |
| 3Y | +24.1% | +25.6% | -1.5% | +14.0% |
| 5Y | -32.2% | +71.0% | -103.1% | -43.2% |
| 10Y | +111.8% | +739.1% | -627.3% | +31.0% |
| All | +111.8% | +740.2% | -628.4% | +31.0% |
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