+130.8%
SLB vs RACE
+93.6%
+37.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.5% |
| 7D | +0.8% | -2.5% | +3.4% | +1.3% |
| 30D | +15.8% | +0.8% | +15.1% | +15.7% |
| 3M | -0.3% | +17.2% | -17.5% | -3.2% |
| 6M | +21.3% | +13.6% | +7.8% | +18.2% |
| YTD | +52.3% | +12.2% | +40.1% | +48.4% |
| 1Y | +63.6% | -16.3% | +79.9% | +68.2% |
| 3Y | +3.8% | +36.4% | -32.7% | -3.1% |
| All | +130.8% | +93.6% | +37.2% | +96.3% |
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