+256.1%
DLR vs RACE
+658.9%
-402.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | -3.6% | +5.1% | -8.7% | -4.9% |
| 30D | -3.5% | +7.7% | -11.2% | -5.5% |
| 3M | -8.9% | +2.2% | -11.1% | -9.6% |
| 6M | -11.6% | +23.8% | -35.3% | -17.5% |
| YTD | +14.9% | +13.9% | +1.0% | +9.4% |
| 1Y | +6.4% | +3.8% | +2.7% | +4.1% |
| 3Y | +47.3% | +28.0% | +19.2% | +30.8% |
| 5Y | +32.8% | +64.9% | -32.1% | +6.9% |
| 10Y | +169.6% | +780.4% | -610.8% | +49.6% |
| All | +256.1% | +658.9% | -402.7% | +94.7% |
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