+130.2%
DPZ vs RACE
+826.5%
-696.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.3% | +1.2% | +4.4% |
| 7D | +10.1% | +9.9% | +0.2% | +7.6% |
| 30D | +14.6% | +12.8% | +1.8% | +11.4% |
| 3M | -6.8% | +7.4% | -14.1% | -8.4% |
| 6M | +4.4% | +27.6% | -23.2% | -1.9% |
| YTD | -16.8% | +18.4% | -35.2% | -20.7% |
| 1Y | -14.5% | +9.5% | -24.0% | -17.0% |
| 3Y | -1.1% | +33.9% | -35.0% | -10.8% |
| 5Y | -28.0% | +74.9% | -102.8% | -40.3% |
| 10Y | +130.2% | +814.9% | -684.6% | +26.6% |
| All | +130.2% | +826.5% | -696.3% | +26.6% |
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