-3.3%
SLB vs RACE
+818.0%
-821.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.8% |
| 7D | +0.8% | -2.5% | +3.4% | +1.7% |
| 30D | +15.8% | +0.8% | +15.1% | +15.5% |
| 3M | -0.3% | +17.2% | -17.5% | -6.1% |
| 6M | +21.3% | +13.6% | +7.8% | +14.8% |
| YTD | +52.3% | +12.2% | +40.1% | +44.2% |
| 1Y | +63.6% | -16.3% | +79.9% | +70.9% |
| 3Y | +3.8% | +36.4% | -32.7% | -13.5% |
| 5Y | +128.6% | +95.0% | +33.7% | +58.1% |
| All | -3.3% | +818.0% | -821.3% | -59.1% |
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