+65.4%
SLB vs RACE
+65.1%
+0.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -3.4% |
| 7D | -7.7% | +5.7% | -13.4% | -8.6% |
| 30D | -0.7% | +9.3% | -10.0% | -2.2% |
| 3M | 0.0% | +3.8% | -3.9% | -0.7% |
| 6M | -10.4% | +29.8% | -40.2% | -14.7% |
| YTD | +31.5% | +15.6% | +15.8% | +27.5% |
| 1Y | +39.1% | +5.1% | +34.1% | +37.4% |
| 3Y | -5.7% | +30.8% | -36.5% | -10.9% |
| 5Y | +65.4% | +67.4% | -2.0% | +54.3% |
| All | +65.4% | +65.1% | +0.3% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling