+396.2%
DGX vs RACE
+663.9%
-267.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | +3.5% | +3.9% | -0.4% | +2.7% |
| 30D | +12.4% | +7.4% | +5.0% | +10.8% |
| 3M | +9.3% | +1.6% | +7.7% | +8.9% |
| 6M | +39.7% | +23.3% | +16.3% | +33.1% |
| YTD | +52.2% | +14.7% | +37.5% | +46.6% |
| 1Y | +47.1% | +2.5% | +44.6% | +45.0% |
| 3Y | +108.8% | +28.0% | +80.8% | +90.7% |
| 5Y | +101.4% | +69.8% | +31.6% | +68.4% |
| 10Y | +293.1% | +734.9% | -441.8% | +131.9% |
| All | +396.2% | +663.9% | -267.7% | +168.6% |
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