-14.4%
SLB vs RACE
+717.8%
-732.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.7% |
| 7D | +2.6% | -4.0% | +6.6% | +3.9% |
| 30D | +4.4% | +3.5% | +0.8% | +3.0% |
| 3M | -2.7% | -0.4% | -2.3% | -2.8% |
| 6M | -7.5% | +23.2% | -30.7% | -14.8% |
| YTD | +34.8% | +11.0% | +23.8% | +27.8% |
| 1Y | +44.6% | -2.2% | +46.8% | +43.4% |
| 3Y | +3.2% | +22.5% | -19.4% | -10.1% |
| 5Y | +73.6% | +63.2% | +10.4% | +31.1% |
| All | -14.4% | +717.8% | -732.2% | -56.3% |
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