-28.8%
DPZ vs RACE
+93.6%
-122.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.2% |
| 7D | -2.5% | -2.5% | 0.0% | -1.9% |
| 30D | -7.0% | +0.8% | -7.7% | -7.2% |
| 3M | +11.6% | +17.2% | -5.6% | +6.5% |
| 6M | -15.2% | +13.6% | -28.8% | -18.6% |
| YTD | -17.2% | +12.2% | -29.5% | -20.6% |
| 1Y | -24.8% | -16.3% | -8.6% | -21.8% |
| 3Y | -8.7% | +36.4% | -45.1% | -22.5% |
| All | -28.8% | +93.6% | -122.4% | -46.7% |
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