+8.9%
DOCS vs RACE
+36.9%
-28.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.4% |
| 7D | -1.4% | -2.5% | +1.1% | -0.9% |
| 30D | +21.8% | +0.8% | +21.0% | +21.7% |
| 3M | +27.3% | +17.2% | +10.1% | +23.9% |
| 6M | -0.3% | +13.6% | -13.9% | -2.7% |
| YTD | -40.5% | +12.2% | -52.7% | -42.0% |
| 1Y | -61.5% | -16.3% | -45.3% | -60.6% |
| All | +8.9% | +36.9% | -28.0% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling