+33.2%
DTE vs RACE
+92.4%
-59.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.0% |
| 7D | +0.9% | -1.0% | +1.9% | +1.0% |
| 30D | -1.9% | -1.5% | -0.3% | -1.7% |
| 3M | -3.3% | +15.5% | -18.8% | -5.2% |
| 6M | -7.1% | +17.3% | -24.4% | -9.3% |
| YTD | +8.1% | +11.1% | -3.0% | +6.2% |
| 1Y | +5.3% | -14.3% | +19.5% | +6.6% |
| 3Y | +48.2% | +40.2% | +8.0% | +35.9% |
| 5Y | +33.2% | +92.6% | -59.3% | +14.4% |
| All | +33.2% | +92.4% | -59.2% | +14.4% |
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 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