+272.6%
DIA vs RACE
+670.3%
-397.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -2.8% |
| 7D | -1.6% | +5.7% | -7.3% | -3.3% |
| 30D | 0.0% | +9.3% | -9.3% | -2.8% |
| 3M | -4.9% | +3.8% | -8.8% | -6.2% |
| 6M | +5.0% | +29.8% | -24.7% | -3.8% |
| YTD | +8.2% | +15.6% | -7.4% | +2.1% |
| 1Y | +10.3% | +5.1% | +5.2% | +7.2% |
| 3Y | +58.4% | +30.8% | +27.6% | +37.7% |
| 5Y | +54.3% | +67.4% | -13.1% | +20.3% |
| 10Y | +248.6% | +793.6% | -545.1% | +70.4% |
| All | +272.6% | +670.3% | -397.7% | +76.5% |
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