+212.8%
RDDT vs RACE
-1.8%
+214.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.1% |
| 7D | +2.1% | +0.9% | +1.2% | +1.9% |
| 30D | +2.8% | +1.6% | +1.2% | +2.3% |
| 3M | -8.9% | +13.2% | -22.1% | -12.3% |
| 6M | +15.1% | +22.9% | -7.8% | +8.2% |
| YTD | -31.4% | +13.3% | -44.6% | -34.7% |
| 1Y | -39.4% | -12.7% | -26.8% | -37.9% |
| All | +212.8% | -1.8% | +214.6% | +165.2% |
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