-31.9%
DIS vs RACE
+65.0%
-96.9%
-55.2%
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% | +0.1% |
| 7D | +5.2% | +5.1% | +0.2% | +3.3% |
| 30D | +11.5% | +7.7% | +3.8% | +8.5% |
| 3M | +11.5% | +2.2% | +9.4% | +10.5% |
| 6M | +8.9% | +23.8% | -14.9% | +0.1% |
| YTD | +3.4% | +13.9% | -10.5% | -2.6% |
| 1Y | +7.2% | +3.8% | +3.4% | +4.4% |
| 3Y | +43.3% | +28.0% | +15.3% | +18.2% |
| All | -31.9% | +65.0% | -96.9% | -56.6% |
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 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