-43.0%
DT vs RACE
+65.0%
-108.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.1% |
| 7D | -24.7% | +5.1% | -29.8% | -26.6% |
| 30D | -27.4% | +7.7% | -35.1% | -30.1% |
| 3M | -11.1% | +2.2% | -13.3% | -12.6% |
| 6M | +13.7% | +23.8% | -10.1% | +1.3% |
| YTD | +0.2% | +13.9% | -13.7% | -8.1% |
| 1Y | -5.7% | +3.8% | -9.5% | -9.3% |
| 3Y | -8.1% | +28.0% | -36.2% | -32.6% |
| All | -43.0% | +65.0% | -108.0% | -69.6% |
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