+62.5%
SLB vs RACE
+65.0%
-2.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.8% |
| 7D | -7.1% | +5.1% | -12.2% | -7.9% |
| 30D | +4.1% | +7.7% | -3.6% | +2.8% |
| 3M | -2.6% | +2.2% | -4.8% | -3.0% |
| 6M | -8.6% | +23.8% | -32.3% | -12.1% |
| YTD | +32.2% | +13.9% | +18.3% | +28.5% |
| 1Y | +40.7% | +3.8% | +36.9% | +39.1% |
| 3Y | -4.5% | +28.0% | -32.6% | -9.5% |
| All | +62.5% | +65.0% | -2.5% | +52.0% |
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