+74.1%
DRI vs RACE
+65.0%
+9.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | +2.8% | +5.1% | -2.3% | +1.3% |
| 30D | +13.3% | +7.7% | +5.6% | +10.8% |
| 3M | +8.2% | +2.2% | +6.0% | +7.3% |
| 6M | +17.5% | +23.8% | -6.2% | +9.6% |
| YTD | +26.9% | +13.9% | +13.0% | +20.8% |
| 1Y | +31.6% | +3.8% | +27.8% | +29.0% |
| 3Y | +67.0% | +28.0% | +38.9% | +39.4% |
| All | +74.1% | +65.0% | +9.1% | +18.1% |
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