+2.8%
RDW vs RACE
+91.6%
-88.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.2% |
| 7D | +3.6% | -2.6% | +6.2% | +5.0% |
| 30D | -18.4% | -1.1% | -17.4% | -18.1% |
| 3M | -32.1% | +12.5% | -44.6% | -36.2% |
| 6M | +10.9% | +17.4% | -6.5% | +0.6% |
| YTD | +40.8% | +10.1% | +30.7% | +30.4% |
| 1Y | +31.1% | -15.1% | +46.3% | +41.7% |
| 3Y | +245.2% | +38.9% | +206.2% | +164.9% |
| 5Y | -16.7% | +90.7% | -107.4% | -47.2% |
| All | +2.8% | +91.6% | -88.8% | -34.0% |
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