+504.4%
BHP vs RACE
+793.3%
-288.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | +1.3% | -1.0% | +2.3% | +1.7% |
| 30D | +4.0% | -1.5% | +5.5% | +4.5% |
| 3M | +12.3% | +15.5% | -3.2% | +5.4% |
| 6M | +30.8% | +17.3% | +13.5% | +21.7% |
| YTD | +58.8% | +11.1% | +47.7% | +50.1% |
| 1Y | +76.8% | -14.3% | +91.1% | +84.1% |
| 3Y | +87.5% | +40.2% | +47.3% | +49.2% |
| 5Y | +123.9% | +92.6% | +31.3% | +48.2% |
| 10Y | +504.4% | +786.6% | -282.2% | +90.2% |
| All | +504.4% | +793.3% | -288.9% | +90.2% |
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