+44.0%
XOP vs RACE
+740.2%
-696.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.0% |
| 7D | -8.4% | +0.2% | -8.6% | -8.5% |
| 30D | -8.4% | +6.6% | -15.0% | -10.6% |
| 3M | +0.2% | +2.2% | -2.0% | -1.1% |
| 6M | +7.2% | +22.4% | -15.2% | -1.9% |
| YTD | +40.8% | +13.8% | +27.0% | +30.4% |
| 1Y | +36.3% | +2.2% | +34.1% | +31.7% |
| 3Y | +37.2% | +25.6% | +11.6% | +14.5% |
| 5Y | +86.6% | +71.0% | +15.6% | +30.1% |
| 10Y | +44.0% | +739.1% | -695.1% | -37.1% |
| All | +44.0% | +740.2% | -696.2% | -37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling