+64.3%
DGX vs RACE
+92.4%
-28.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -0.3% | -1.0% | +0.7% | -0.2% |
| 30D | -1.2% | -1.5% | +0.3% | -1.0% |
| 3M | +19.9% | +15.5% | +4.4% | +17.2% |
| 6M | +19.2% | +17.3% | +1.9% | +16.0% |
| YTD | +37.5% | +11.1% | +26.4% | +34.5% |
| 1Y | +31.3% | -14.3% | +45.6% | +32.9% |
| 3Y | +96.6% | +40.2% | +56.5% | +79.3% |
| 5Y | +64.3% | +92.6% | -28.3% | +33.0% |
| All | +64.3% | +92.4% | -28.2% | +33.0% |
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 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