+127.9%
DG vs RACE
+647.6%
-519.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.8% |
| 7D | +8.4% | -2.5% | +10.9% | +8.9% |
| 30D | +4.9% | +0.8% | +4.2% | +4.7% |
| 3M | +29.3% | +17.2% | +12.2% | +25.6% |
| 6M | -11.3% | +13.6% | -24.8% | -13.5% |
| YTD | +1.8% | +12.2% | -10.5% | -0.8% |
| 1Y | +25.3% | -16.3% | +41.6% | +27.9% |
| 3Y | +9.1% | +36.4% | -27.4% | -0.4% |
| 5Y | -34.9% | +95.0% | -129.8% | -45.5% |
| 10Y | +108.2% | +813.2% | -705.1% | +44.6% |
| All | +127.9% | +647.6% | -519.7% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling