+44.5%
XOP vs RACE
+658.9%
-614.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | -14.7% | +5.1% | -19.8% | -16.4% |
| 30D | -7.7% | +7.7% | -15.4% | -10.3% |
| 3M | +4.4% | +2.2% | +2.3% | +3.1% |
| 6M | +3.5% | +23.8% | -20.2% | -5.9% |
| YTD | +39.4% | +13.9% | +25.5% | +28.7% |
| 1Y | +39.8% | +3.8% | +36.0% | +33.9% |
| 3Y | +29.7% | +28.0% | +1.6% | +7.4% |
| 5Y | +78.6% | +64.9% | +13.7% | +27.6% |
| 10Y | +51.8% | +780.4% | -728.5% | -49.0% |
| All | +44.5% | +658.9% | -614.4% | -57.1% |
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 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