+53.3%
DIA vs RACE
+65.0%
-11.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -0.9% | +5.1% | -6.0% | -2.2% |
| 30D | +0.3% | +7.7% | -7.4% | -1.6% |
| 3M | -4.5% | +2.2% | -6.7% | -5.2% |
| 6M | +3.4% | +23.8% | -20.4% | -2.7% |
| YTD | +7.8% | +13.9% | -6.1% | +3.2% |
| 1Y | +10.7% | +3.8% | +7.0% | +8.7% |
| 3Y | +57.5% | +28.0% | +29.5% | +38.6% |
| All | +53.3% | +65.0% | -11.7% | +16.3% |
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 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