-37.4%
DOCS vs RACE
+117.8%
-155.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.1% |
| 7D | -1.3% | +5.7% | -7.0% | -4.1% |
| 30D | +19.4% | +9.3% | +10.1% | +14.0% |
| 3M | +53.4% | +3.8% | +49.6% | +50.6% |
| 6M | +28.8% | +29.8% | -1.0% | +11.7% |
| YTD | -25.1% | +15.6% | -40.7% | -31.9% |
| 1Y | -48.1% | +5.1% | -53.2% | -50.3% |
| 3Y | +51.4% | +30.8% | +20.6% | +3.2% |
| 5Y | -51.1% | +67.4% | -118.5% | -73.6% |
| All | -37.4% | +117.8% | -155.2% | -73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling