-8.1%
DT vs RACE
+28.1%
-36.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -24.7% | +5.1% | -29.8% | -25.6% |
| 30D | -27.4% | +7.7% | -35.1% | -28.6% |
| 3M | -11.1% | +2.2% | -13.3% | -11.7% |
| 6M | +13.7% | +23.8% | -10.1% | +8.1% |
| YTD | +0.2% | +13.9% | -13.7% | -3.6% |
| 1Y | -5.7% | +3.8% | -9.5% | -7.3% |
| 3Y | -8.1% | +28.0% | -36.2% | -15.2% |
| All | -8.1% | +28.1% | -36.2% | -15.2% |
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 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