+108.8%
DGX vs RACE
+26.8%
+81.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | +3.5% | +3.9% | -0.4% | +3.1% |
| 30D | +12.4% | +7.4% | +5.0% | +11.5% |
| 3M | +9.3% | +1.6% | +7.7% | +9.1% |
| 6M | +39.7% | +23.3% | +16.3% | +36.1% |
| YTD | +52.2% | +14.7% | +37.5% | +48.8% |
| 1Y | +47.1% | +2.5% | +44.6% | +45.4% |
| 3Y | +108.8% | +28.0% | +80.8% | +108.1% |
| All | +108.8% | +26.8% | +81.9% | +108.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling