+144.5%
DTE vs RACE
+783.2%
-638.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | 0.0% | -2.6% | +2.6% | +0.6% |
| 30D | -0.5% | -1.1% | +0.6% | -0.4% |
| 3M | -6.0% | +12.5% | -18.6% | -8.7% |
| 6M | -7.2% | +17.4% | -24.6% | -11.0% |
| YTD | +7.2% | +10.1% | -3.0% | +4.0% |
| 1Y | +4.1% | -15.1% | +19.2% | +6.6% |
| 3Y | +46.9% | +38.9% | +8.0% | +29.2% |
| 5Y | +32.9% | +90.7% | -57.8% | +4.7% |
| 10Y | +144.5% | +801.8% | -657.4% | +34.4% |
| All | +144.5% | +783.2% | -638.7% | +34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling