+396.2%
DGX vs RACE
+639.5%
-243.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.8% | +0.9% |
| 7D | +1.9% | -4.0% | +5.9% | +2.8% |
| 30D | +12.7% | +3.5% | +9.1% | +11.8% |
| 3M | +9.6% | -0.4% | +10.0% | +9.6% |
| 6M | +37.6% | +23.2% | +14.4% | +31.2% |
| YTD | +52.1% | +11.0% | +41.2% | +47.6% |
| 1Y | +41.3% | -2.2% | +43.5% | +40.7% |
| 3Y | +106.9% | +22.5% | +84.4% | +90.7% |
| 5Y | +90.7% | +63.2% | +27.5% | +60.8% |
| 10Y | +288.0% | +704.3% | -416.3% | +130.7% |
| All | +396.2% | +639.5% | -243.3% | +170.3% |
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