+192.7%
XLE vs RACE
+647.6%
-454.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.3% |
| 7D | +2.2% | -2.5% | +4.7% | +2.9% |
| 30D | +11.8% | +0.8% | +11.0% | +11.4% |
| 3M | +9.8% | +17.2% | -7.3% | +4.3% |
| 6M | +15.6% | +13.6% | +2.0% | +9.9% |
| YTD | +45.3% | +12.2% | +33.0% | +38.0% |
| 1Y | +48.3% | -16.3% | +64.6% | +53.6% |
| 3Y | +55.4% | +36.4% | +19.0% | +31.6% |
| 5Y | +216.1% | +95.0% | +121.1% | +126.9% |
| 10Y | +178.4% | +813.2% | -634.8% | +16.5% |
| All | +192.7% | +647.6% | -454.9% | +15.9% |
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