+183.2%
XLE vs RACE
+658.9%
-475.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | -12.0% | +5.1% | -17.1% | -13.3% |
| 30D | -2.7% | +7.7% | -10.4% | -4.8% |
| 3M | +6.6% | +2.2% | +4.4% | +5.6% |
| 6M | +9.5% | +23.8% | -14.2% | +1.9% |
| YTD | +40.6% | +13.9% | +26.7% | +32.7% |
| 1Y | +43.6% | +3.8% | +39.8% | +39.5% |
| 3Y | +58.1% | +28.0% | +30.0% | +37.1% |
| 5Y | +152.2% | +64.9% | +87.3% | +94.5% |
| 10Y | +172.9% | +780.4% | -607.4% | +15.4% |
| All | +183.2% | +658.9% | -475.6% | +11.4% |
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 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