+48.2%
XLU vs RACE
+38.2%
+9.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +0.6% | -2.6% | +3.3% | +0.9% |
| 30D | -0.4% | -1.1% | +0.7% | -0.4% |
| 3M | -1.7% | +12.5% | -14.3% | -3.2% |
| 6M | -7.1% | +17.4% | -24.5% | -9.0% |
| YTD | +1.9% | +10.1% | -8.2% | +0.4% |
| 1Y | +6.1% | -15.1% | +21.3% | +7.5% |
| All | +48.2% | +38.2% | +9.9% | +33.4% |
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