-39.5%
DT vs RACE
+62.4%
-101.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.6% |
| 7D | +2.7% | -4.0% | +6.7% | +4.6% |
| 30D | -30.4% | +3.5% | -33.9% | -31.7% |
| 3M | -9.4% | -0.4% | -9.0% | -9.8% |
| 6M | +14.5% | +23.2% | -8.6% | +2.2% |
| YTD | +3.6% | +11.0% | -7.4% | -3.9% |
| 1Y | -3.4% | -2.2% | -1.2% | -4.3% |
| 3Y | -11.1% | +22.5% | -33.6% | -33.0% |
| 5Y | -39.5% | +63.2% | -102.6% | -67.7% |
| All | -39.5% | +62.4% | -101.8% | -67.7% |
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