+16.6%
OXY vs RACE
+717.8%
-701.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.8% |
| 7D | +3.6% | -4.0% | +7.6% | +4.8% |
| 30D | -5.3% | +3.5% | -8.8% | -6.5% |
| 3M | +0.2% | -0.4% | +0.6% | -0.1% |
| 6M | +4.7% | +23.2% | -18.4% | -3.6% |
| YTD | +44.0% | +11.0% | +33.0% | +35.3% |
| 1Y | +42.1% | -2.2% | +44.3% | +39.8% |
| 3Y | +1.2% | +22.5% | -21.4% | -14.0% |
| 5Y | +95.7% | +63.2% | +32.5% | +42.0% |
| All | +16.6% | +717.8% | -701.2% | -40.5% |
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