+40.5%
DVA vs RACE
+93.6%
-53.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.6% |
| 7D | +1.8% | -2.5% | +4.4% | +2.3% |
| 30D | -2.5% | +0.8% | -3.3% | -2.7% |
| 3M | -4.3% | +17.2% | -21.4% | -7.4% |
| 6M | +18.9% | +13.6% | +5.3% | +15.2% |
| YTD | +61.9% | +12.2% | +49.7% | +57.3% |
| 1Y | +35.7% | -16.3% | +52.0% | +38.9% |
| 3Y | +78.6% | +36.4% | +42.2% | +61.5% |
| All | +40.5% | +93.6% | -53.1% | +17.7% |
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