+43.6%
XLE vs RACE
+3.3%
+40.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.3% |
| 7D | -12.0% | +5.1% | -17.1% | -11.1% |
| 30D | -2.7% | +7.7% | -10.4% | -1.3% |
| 3M | +6.6% | +2.2% | +4.4% | +7.4% |
| 6M | +9.5% | +23.8% | -14.2% | +14.1% |
| YTD | +40.6% | +13.9% | +26.7% | +47.6% |
| 1Y | +43.6% | +3.8% | +39.8% | +56.6% |
| All | +43.6% | +3.3% | +40.3% | +56.6% |
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