-6.6%
RDW vs RACE
+90.9%
-97.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.7% |
| 7D | +4.8% | -2.2% | +7.0% | +6.1% |
| 30D | -19.5% | -0.4% | -19.1% | -19.5% |
| 3M | -26.9% | +17.9% | -44.8% | -33.5% |
| 6M | +17.8% | +19.3% | -1.5% | +5.2% |
| YTD | +43.0% | +11.9% | +31.2% | +30.5% |
| 1Y | +32.1% | -12.7% | +44.8% | +41.3% |
| 3Y | +250.6% | +41.1% | +209.5% | +153.8% |
| 5Y | -6.6% | +94.1% | -100.7% | -36.4% |
| All | -6.6% | +90.9% | -97.6% | -36.4% |
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 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