+206.2%
RDDT vs RACE
-2.7%
+208.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.3% |
| 7D | +1.0% | -2.5% | +3.5% | +1.8% |
| 30D | -0.5% | +0.8% | -1.3% | -0.8% |
| 3M | -16.0% | +17.2% | -33.2% | -19.9% |
| 6M | +4.9% | +13.6% | -8.7% | +0.6% |
| YTD | -32.8% | +12.2% | -45.0% | -35.9% |
| 1Y | -33.5% | -16.3% | -17.2% | -30.6% |
| All | +206.2% | -2.7% | +208.9% | +160.4% |
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 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