-10.4%
DOW vs RACE
+224.5%
-235.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.9% |
| 7D | -2.9% | -1.0% | -1.9% | -2.5% |
| 30D | +2.0% | -1.5% | +3.5% | +2.5% |
| 3M | -12.5% | +15.5% | -28.0% | -18.7% |
| 6M | -9.2% | +17.3% | -26.5% | -17.6% |
| YTD | +30.8% | +11.1% | +19.7% | +21.3% |
| 1Y | +29.4% | -14.3% | +43.7% | +35.3% |
| 3Y | -34.6% | +40.2% | -74.7% | -50.3% |
| 5Y | -35.9% | +92.6% | -128.5% | -61.9% |
| All | -10.4% | +224.5% | -235.0% | -66.3% |
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