-17.1%
SLB vs RACE
+740.1%
-757.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +1.1% |
| 7D | -7.1% | +5.1% | -12.2% | -8.7% |
| 30D | +4.1% | +7.7% | -3.6% | +1.4% |
| 3M | -2.6% | +2.2% | -4.8% | -3.6% |
| 6M | -8.6% | +23.8% | -32.3% | -15.9% |
| YTD | +32.2% | +13.9% | +18.3% | +24.3% |
| 1Y | +40.7% | +3.8% | +36.9% | +36.6% |
| 3Y | -4.5% | +28.0% | -32.6% | -18.1% |
| 5Y | +66.4% | +64.9% | +1.4% | +25.7% |
| All | -17.1% | +740.1% | -757.2% | -57.5% |
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