+42.4%
XLE vs RACE
+0.7%
+41.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -0.2% | -3.9% | +3.6% | -1.0% |
| 30D | -4.0% | +6.8% | -10.8% | -2.6% |
| 3M | +4.6% | +1.3% | +3.3% | +5.2% |
| 6M | +12.3% | +26.3% | -14.0% | +17.6% |
| YTD | +44.5% | +13.8% | +30.7% | +51.6% |
| 1Y | +42.4% | -0.5% | +42.9% | +55.6% |
| All | +42.4% | +0.7% | +41.8% | +55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling