-26.7%
DT vs RACE
+93.6%
-120.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.7% |
| 7D | -3.3% | -2.5% | -0.8% | -2.1% |
| 30D | +2.0% | +0.8% | +1.3% | +1.5% |
| 3M | +20.0% | +17.2% | +2.8% | +10.7% |
| 6M | +39.3% | +13.6% | +25.7% | +29.3% |
| YTD | +19.8% | +12.2% | +7.5% | +11.1% |
| 1Y | +4.3% | -16.3% | +20.5% | +11.7% |
| 3Y | +7.7% | +36.4% | -28.7% | -25.0% |
| All | -26.7% | +93.6% | -120.2% | -61.1% |
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