+427.1%
DRI vs RACE
+647.6%
-220.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | +0.6% | -2.5% | +3.1% | +1.5% |
| 30D | +3.8% | +0.8% | +3.1% | +3.4% |
| 3M | +13.0% | +17.2% | -4.1% | +6.2% |
| 6M | +8.3% | +13.6% | -5.3% | +2.3% |
| YTD | +20.6% | +12.2% | +8.4% | +13.9% |
| 1Y | +6.5% | -16.3% | +22.7% | +11.3% |
| 3Y | +53.7% | +36.4% | +17.3% | +26.0% |
| 5Y | +72.7% | +95.0% | -22.3% | +18.6% |
| 10Y | +363.2% | +813.2% | -450.1% | +122.1% |
| All | +427.1% | +647.6% | -220.5% | +149.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling