+75.8%
XOP vs RACE
+65.0%
+10.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -14.7% | +5.1% | -19.8% | -15.4% |
| 30D | -7.7% | +7.7% | -15.4% | -8.8% |
| 3M | +4.4% | +2.2% | +2.3% | +3.9% |
| 6M | +3.5% | +23.8% | -20.2% | -0.9% |
| YTD | +39.4% | +13.9% | +25.5% | +34.9% |
| 1Y | +39.8% | +3.8% | +36.0% | +38.6% |
| 3Y | +29.7% | +28.0% | +1.6% | +16.7% |
| All | +75.8% | +65.0% | +10.7% | +47.5% |
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 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