+13.8%
OXY vs RACE
+647.6%
-633.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | +1.6% | -2.5% | +4.1% | +2.3% |
| 30D | +11.6% | +0.8% | +10.8% | +11.2% |
| 3M | +2.8% | +17.2% | -14.3% | -3.0% |
| 6M | +13.0% | +13.6% | -0.5% | +6.6% |
| YTD | +47.4% | +12.2% | +35.2% | +38.8% |
| 1Y | +31.5% | -16.3% | +47.7% | +36.3% |
| 3Y | -1.9% | +36.4% | -38.4% | -19.1% |
| 5Y | +148.0% | +95.0% | +53.0% | +70.6% |
| 10Y | +2.3% | +813.2% | -811.0% | -54.9% |
| All | +13.8% | +647.6% | -633.8% | -51.9% |
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