+119.6%
BHP vs RACE
+64.4%
+55.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.7% |
| 7D | -0.5% | -1.2% | +0.7% | -0.1% |
| 30D | -4.5% | +6.1% | -10.7% | -6.3% |
| 3M | -6.9% | -0.3% | -6.6% | -7.0% |
| 6M | -10.6% | +23.4% | -34.0% | -16.5% |
| YTD | +37.2% | +12.5% | +24.7% | +30.9% |
| 1Y | +48.0% | -0.5% | +48.5% | +46.4% |
| 3Y | +52.6% | +23.6% | +28.9% | +33.6% |
| All | +119.6% | +64.4% | +55.2% | +64.2% |
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 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