-50.3%
DOCS vs RACE
+111.4%
-161.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -1.8% |
| 7D | -1.4% | -2.5% | +1.1% | -0.1% |
| 30D | +21.8% | +0.8% | +21.0% | +21.5% |
| 3M | +27.3% | +17.2% | +10.1% | +17.0% |
| 6M | -0.3% | +13.6% | -13.9% | -7.7% |
| YTD | -40.5% | +12.2% | -52.7% | -45.0% |
| 1Y | -61.5% | -16.3% | -45.3% | -58.4% |
| 3Y | +8.2% | +36.4% | -28.3% | -30.8% |
| 5Y | -73.4% | +95.0% | -168.4% | -88.0% |
| All | -50.3% | +111.4% | -161.7% | -78.4% |
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