+20.7%
DOC vs RACE
+14.3%
+6.4%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.4% |
| 7D | -1.5% | -2.5% | +1.0% | -0.9% |
| 30D | -4.8% | +0.8% | -5.5% | -5.0% |
| 3M | +6.9% | +17.2% | -10.3% | +2.4% |
| 6M | +20.7% | +13.6% | +7.2% | +15.9% |
| All | +20.7% | +14.3% | +6.4% | +15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling