-10.8%
SLB vs RACE
+670.3%
-681.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -3.0% |
| 7D | -7.7% | +5.7% | -13.4% | -9.5% |
| 30D | -0.7% | +9.3% | -10.0% | -3.7% |
| 3M | 0.0% | +3.8% | -3.9% | -1.5% |
| 6M | -10.4% | +29.8% | -40.2% | -18.8% |
| YTD | +31.5% | +15.6% | +15.8% | +23.1% |
| 1Y | +39.1% | +5.1% | +34.1% | +34.6% |
| 3Y | -5.7% | +30.8% | -36.5% | -19.1% |
| 5Y | +65.4% | +67.4% | -2.0% | +25.9% |
| 10Y | -15.6% | +793.6% | -809.2% | -63.9% |
| All | -10.8% | +670.3% | -681.1% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling