+2.0%
RDW vs RACE
+97.1%
-95.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -3.0% |
| 7D | +0.9% | +0.9% | -0.1% | +0.3% |
| 30D | -21.3% | +1.6% | -22.9% | -22.1% |
| 3M | -37.9% | +13.2% | -51.0% | -42.0% |
| 6M | +12.3% | +22.9% | -10.6% | -0.6% |
| YTD | +39.7% | +13.3% | +26.5% | +27.5% |
| 1Y | +25.7% | -12.7% | +38.4% | +33.8% |
| 3Y | +230.8% | +40.3% | +190.6% | +153.0% |
| 5Y | -8.8% | +96.5% | -105.3% | -43.0% |
| All | +2.0% | +97.1% | -95.1% | -35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling