-37.4%
DOW vs RACE
+93.6%
-131.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.6% |
| 7D | -2.4% | -2.5% | +0.1% | -1.8% |
| 30D | +0.4% | +0.8% | -0.4% | +0.2% |
| 3M | -14.4% | +17.2% | -31.6% | -18.3% |
| 6M | -7.0% | +13.6% | -20.6% | -11.1% |
| YTD | +30.2% | +12.2% | +18.0% | +24.6% |
| 1Y | +29.2% | -16.3% | +45.5% | +35.8% |
| 3Y | -36.7% | +36.4% | -73.1% | -45.1% |
| All | -37.4% | +93.6% | -131.0% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling