+38.8%
SLB vs RACE
+0.7%
+38.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.2% | -3.9% | +2.7% | -0.9% |
| 30D | +4.5% | +6.8% | -2.3% | +4.1% |
| 3M | -4.6% | +1.3% | -5.9% | -4.5% |
| 6M | -6.3% | +26.3% | -32.5% | -8.1% |
| YTD | +35.0% | +13.8% | +21.2% | +36.1% |
| 1Y | +38.8% | -0.5% | +39.3% | +50.5% |
| All | +38.8% | +0.7% | +38.2% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling