+74.9%
DVA vs RACE
+65.0%
+9.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | +2.1% | +5.1% | -3.0% | +1.1% |
| 30D | +8.2% | +7.7% | +0.5% | +6.8% |
| 3M | +5.9% | +2.2% | +3.7% | +5.3% |
| 6M | -1.3% | +23.8% | -25.1% | -5.8% |
| YTD | +68.4% | +13.9% | +54.5% | +63.0% |
| 1Y | +57.5% | +3.8% | +53.7% | +55.1% |
| 3Y | +142.3% | +28.0% | +114.3% | +122.1% |
| All | +74.9% | +65.0% | +9.9% | +52.3% |
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