+446.0%
BHP vs RACE
+647.6%
-201.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.5% |
| 7D | -2.9% | -2.5% | -0.4% | -1.8% |
| 30D | +3.4% | +0.8% | +2.6% | +3.0% |
| 3M | +4.1% | +17.2% | -13.1% | -3.4% |
| 6M | +20.6% | +13.6% | +7.0% | +13.2% |
| YTD | +56.1% | +12.2% | +43.8% | +46.3% |
| 1Y | +69.6% | -16.3% | +85.9% | +79.0% |
| 3Y | +78.8% | +36.4% | +42.4% | +42.3% |
| 5Y | +113.1% | +95.0% | +18.1% | +36.6% |
| 10Y | +505.9% | +813.2% | -307.4% | +52.3% |
| All | +446.0% | +647.6% | -201.6% | +22.8% |
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 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