+5.2%
DIS vs RACE
+647.6%
-642.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.0% |
| 7D | -2.6% | -2.5% | -0.1% | -1.7% |
| 30D | +3.5% | +0.8% | +2.7% | +3.1% |
| 3M | +6.8% | +17.2% | -10.3% | +0.6% |
| 6M | +3.0% | +13.6% | -10.6% | -2.2% |
| YTD | -6.7% | +12.2% | -18.9% | -11.5% |
| 1Y | -10.1% | -16.3% | +6.2% | -6.0% |
| 3Y | +33.0% | +36.4% | -3.4% | +11.9% |
| 5Y | -40.0% | +95.0% | -135.0% | -56.7% |
| 10Y | +21.1% | +813.2% | -792.2% | -41.4% |
| All | +5.2% | +647.6% | -642.4% | -49.8% |
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