+137.3%
DG vs RACE
+670.3%
-533.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.2% | -2.1% |
| 7D | +6.1% | +5.7% | +0.4% | +5.0% |
| 30D | +11.9% | +9.3% | +2.7% | +10.2% |
| 3M | +9.3% | +3.8% | +5.4% | +8.4% |
| 6M | +19.1% | +29.8% | -10.7% | +13.6% |
| YTD | +5.9% | +15.6% | -9.7% | +2.7% |
| 1Y | +39.8% | +5.1% | +34.7% | +37.7% |
| 3Y | +23.4% | +30.8% | -7.4% | +13.7% |
| 5Y | -33.3% | +67.4% | -100.7% | -42.5% |
| 10Y | +131.0% | +793.6% | -662.6% | +60.3% |
| All | +137.3% | +670.3% | -533.0% | +59.8% |
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