+49.9%
XOP vs RACE
+741.5%
-691.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +0.5% | -3.9% | +4.3% | +1.8% |
| 30D | -7.3% | +6.8% | -14.1% | -9.6% |
| 3M | +1.4% | +1.3% | +0.1% | +0.5% |
| 6M | +7.8% | +26.3% | -18.5% | -2.5% |
| YTD | +44.5% | +13.8% | +30.7% | +33.8% |
| 1Y | +37.0% | -0.5% | +37.5% | +33.9% |
| 3Y | +40.8% | +25.6% | +15.2% | +17.5% |
| 5Y | +88.7% | +67.6% | +21.0% | +32.9% |
| 10Y | +49.9% | +724.7% | -674.8% | -36.0% |
| All | +49.9% | +741.5% | -691.7% | -36.0% |
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