+47.9%
XOM vs RACE
-4.6%
+52.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +1.2% |
| 7D | +2.7% | -4.0% | +6.7% | +1.7% |
| 30D | -2.5% | +3.5% | -6.0% | -1.5% |
| 3M | +7.0% | -0.4% | +7.4% | +7.2% |
| 6M | +14.2% | +23.2% | -8.9% | +20.4% |
| YTD | +43.9% | +11.0% | +32.9% | +51.7% |
| 1Y | +47.9% | -2.2% | +50.1% | +58.5% |
| All | +47.9% | -4.6% | +52.5% | +58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling