+218.0%
XLE vs RACE
+93.6%
+124.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | +2.2% | -2.5% | +4.7% | +2.4% |
| 30D | +11.8% | +0.8% | +11.0% | +11.7% |
| 3M | +9.8% | +17.2% | -7.3% | +7.8% |
| 6M | +15.6% | +13.6% | +2.0% | +13.8% |
| YTD | +45.3% | +12.2% | +33.0% | +43.0% |
| 1Y | +48.3% | -16.3% | +64.6% | +52.5% |
| 3Y | +55.4% | +36.4% | +19.0% | +45.2% |
| All | +218.0% | +93.6% | +124.4% | +177.6% |
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 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