-5.7%
DT vs RACE
+10.6%
-16.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.1% |
| 7D | -25.5% | +9.9% | -35.4% | -26.6% |
| 30D | -22.3% | +12.8% | -35.1% | -23.8% |
| 3M | +2.3% | +7.4% | -5.0% | +1.2% |
| 6M | +20.7% | +27.6% | -6.9% | +15.9% |
| YTD | +7.9% | +18.4% | -10.4% | +2.4% |
| 1Y | -5.7% | +9.5% | -15.3% | -9.3% |
| All | -5.7% | +10.6% | -16.3% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling