-20.2%
DOW vs RACE
+24.7%
-44.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | +5.2% | -1.2% | +6.4% | +5.4% |
| 30D | +13.2% | +6.1% | +7.1% | +12.1% |
| 3M | +10.1% | -0.3% | +10.4% | +10.0% |
| 6M | -13.1% | +23.4% | -36.5% | -16.7% |
| YTD | +46.1% | +12.5% | +33.6% | +42.1% |
| 1Y | +50.0% | -0.5% | +50.5% | +51.4% |
| 3Y | -20.2% | +23.6% | -43.9% | -20.9% |
| All | -20.2% | +24.7% | -44.9% | -20.9% |
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