+116.8%
BHP vs RACE
+65.0%
+51.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | +0.9% | +5.1% | -4.2% | -0.6% |
| 30D | -6.3% | +7.7% | -14.0% | -8.4% |
| 3M | -7.1% | +2.2% | -9.3% | -7.9% |
| 6M | -3.2% | +23.8% | -27.0% | -9.8% |
| YTD | +37.9% | +13.9% | +24.0% | +31.0% |
| 1Y | +49.7% | +3.8% | +45.9% | +46.1% |
| 3Y | +51.7% | +28.0% | +23.6% | +30.8% |
| All | +116.8% | +65.0% | +51.8% | +63.8% |
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