+142.7%
DVA vs RACE
+663.9%
-521.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | -0.1% | +3.9% | -4.0% | -1.0% |
| 30D | +3.5% | +7.4% | -3.9% | +1.8% |
| 3M | +1.0% | +1.6% | -0.6% | +0.4% |
| 6M | -6.6% | +23.3% | -29.9% | -11.6% |
| YTD | +63.3% | +14.7% | +48.7% | +56.7% |
| 1Y | +50.0% | +2.5% | +47.5% | +47.7% |
| 3Y | +120.1% | +28.0% | +92.1% | +100.2% |
| 5Y | +73.7% | +69.8% | +3.9% | +45.0% |
| 10Y | +212.7% | +734.9% | -522.2% | +93.1% |
| All | +142.7% | +663.9% | -521.3% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling