+54.6%
XLE vs RACE
+36.9%
+17.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | +2.2% | -2.5% | +4.7% | +2.3% |
| 30D | +11.8% | +0.8% | +11.0% | +11.7% |
| 3M | +9.8% | +17.2% | -7.3% | +8.9% |
| 6M | +15.6% | +13.6% | +2.0% | +15.0% |
| YTD | +45.3% | +12.2% | +33.0% | +44.6% |
| 1Y | +48.3% | -16.3% | +64.6% | +53.1% |
| All | +54.6% | +36.9% | +17.7% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling