+58.7%
DRI vs RACE
+36.9%
+21.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | +0.6% | -2.5% | +3.1% | +0.9% |
| 30D | +3.8% | +0.8% | +3.1% | +3.7% |
| 3M | +13.0% | +17.2% | -4.1% | +10.2% |
| 6M | +8.3% | +13.6% | -5.3% | +6.0% |
| YTD | +20.6% | +12.2% | +8.4% | +18.2% |
| 1Y | +6.5% | -16.3% | +22.7% | +9.1% |
| All | +58.7% | +36.9% | +21.8% | +43.5% |
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