+34.2%
DIS vs RACE
+740.1%
-705.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | +5.2% | +5.1% | +0.2% | +3.3% |
| 30D | +11.5% | +7.7% | +3.8% | +8.3% |
| 3M | +11.5% | +2.2% | +9.4% | +10.5% |
| 6M | +8.9% | +23.8% | -14.9% | -0.2% |
| YTD | +3.4% | +13.9% | -10.5% | -2.9% |
| 1Y | +7.2% | +3.8% | +3.4% | +4.3% |
| 3Y | +43.3% | +28.0% | +15.3% | +21.8% |
| 5Y | -31.4% | +64.9% | -96.4% | -49.2% |
| All | +34.2% | +740.1% | -705.9% | -31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling