+400.4%
BHP vs RACE
+663.9%
-263.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.1% | +3.4% |
| 7D | +3.5% | +3.9% | -0.4% | +1.7% |
| 30D | -4.5% | +7.4% | -11.9% | -7.6% |
| 3M | -6.4% | +1.6% | -8.0% | -7.3% |
| 6M | -0.1% | +23.3% | -23.4% | -9.8% |
| YTD | +43.0% | +14.7% | +28.4% | +32.4% |
| 1Y | +56.5% | +2.5% | +54.0% | +52.1% |
| 3Y | +62.0% | +28.0% | +34.1% | +33.3% |
| 5Y | +130.4% | +69.8% | +60.6% | +59.6% |
| 10Y | +349.1% | +734.9% | -385.8% | +20.1% |
| All | +400.4% | +663.9% | -263.6% | +11.2% |
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 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