+54.4%
XOM vs RACE
+40.8%
+13.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.7% |
| 7D | +1.8% | -2.5% | +4.3% | +1.7% |
| 30D | +5.9% | +0.8% | +5.1% | +5.9% |
| 3M | +5.6% | +17.2% | -11.6% | +5.6% |
| 6M | +7.9% | +13.6% | -5.7% | +8.3% |
| YTD | +35.2% | +12.2% | +23.0% | +35.7% |
| 1Y | +46.0% | -16.3% | +62.2% | +50.1% |
| All | +54.4% | +40.8% | +13.6% | +58.4% |
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