-3.4%
DT vs RACE
-4.6%
+1.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.9% |
| 7D | +2.7% | -4.0% | +6.7% | +3.4% |
| 30D | -30.4% | +3.5% | -33.9% | -30.8% |
| 3M | -9.4% | -0.4% | -9.0% | -9.4% |
| 6M | +14.5% | +23.2% | -8.6% | +10.4% |
| YTD | +3.6% | +11.0% | -7.4% | -0.7% |
| 1Y | -3.4% | -2.2% | -1.2% | -5.2% |
| All | -3.4% | -4.6% | +1.2% | -5.2% |
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