+2.3%
DOC vs RACE
+688.6%
-686.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.1% | +1.8% |
| 7D | +8.7% | +9.9% | -1.2% | +5.7% |
| 30D | +7.6% | +12.8% | -5.2% | +3.8% |
| 3M | -5.3% | +7.4% | -12.6% | -7.4% |
| 6M | +27.6% | +27.6% | 0.0% | +17.8% |
| YTD | +32.4% | +18.4% | +14.0% | +24.2% |
| 1Y | +22.9% | +9.5% | +13.3% | +17.9% |
| 3Y | +43.1% | +33.9% | +9.2% | +23.8% |
| 5Y | -21.4% | +74.9% | -96.2% | -39.2% |
| 10Y | +16.8% | +814.9% | -798.1% | -45.5% |
| All | +2.3% | +688.6% | -686.3% | -56.7% |
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