+183.3%
XLE vs RACE
+670.3%
-487.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.4% |
| 7D | -10.3% | +5.7% | -16.0% | -11.7% |
| 30D | -3.3% | +9.3% | -12.6% | -5.8% |
| 3M | +8.2% | +3.8% | +4.3% | +6.7% |
| 6M | +5.0% | +29.8% | -24.8% | -3.7% |
| YTD | +40.6% | +15.6% | +25.0% | +32.2% |
| 1Y | +45.0% | +5.1% | +40.0% | +40.4% |
| 3Y | +56.3% | +30.8% | +25.5% | +34.7% |
| 5Y | +152.2% | +67.4% | +84.8% | +93.8% |
| 10Y | +173.0% | +793.6% | -620.6% | +15.0% |
| All | +183.3% | +670.3% | -487.0% | +11.0% |
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