-5.1%
SLB vs RACE
+30.0%
-35.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -3.4% |
| 7D | -7.7% | +5.7% | -13.4% | -8.5% |
| 30D | -0.7% | +9.3% | -10.0% | -2.1% |
| 3M | 0.0% | +3.8% | -3.9% | -0.6% |
| 6M | -10.4% | +29.8% | -40.2% | -14.7% |
| YTD | +31.5% | +15.6% | +15.8% | +27.7% |
| 1Y | +39.1% | +5.1% | +34.1% | +37.8% |
| All | -5.1% | +30.0% | -35.1% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling