+45.9%
XOP vs RACE
+658.1%
-612.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.1% |
| 7D | -8.4% | +0.2% | -8.6% | -8.6% |
| 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% | -2.1% |
| YTD | +40.8% | +13.8% | +27.0% | +30.0% |
| 1Y | +36.3% | +2.2% | +34.1% | +31.4% |
| 3Y | +37.2% | +25.6% | +11.6% | +14.6% |
| 5Y | +86.6% | +71.0% | +15.6% | +30.8% |
| 10Y | +44.0% | +739.1% | -695.1% | -50.5% |
| All | +45.9% | +658.1% | -612.2% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling