+155.1%
XOP vs RACE
+93.6%
+61.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | +2.6% | -2.5% | +5.1% | +3.0% |
| 30D | +15.4% | +0.8% | +14.7% | +15.2% |
| 3M | +12.1% | +17.2% | -5.1% | +8.5% |
| 6M | +19.7% | +13.6% | +6.1% | +16.2% |
| YTD | +52.4% | +12.2% | +40.2% | +47.9% |
| 1Y | +47.6% | -16.3% | +63.8% | +54.2% |
| 3Y | +34.4% | +36.4% | -2.1% | +17.7% |
| All | +155.1% | +93.6% | +61.5% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling