+128.6%
BP vs RACE
+93.6%
+35.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.7% |
| 7D | +3.9% | -2.5% | +6.5% | +4.2% |
| 30D | +7.6% | +0.8% | +6.8% | +7.5% |
| 3M | +0.7% | +17.2% | -16.5% | -1.5% |
| 6M | +15.5% | +13.6% | +1.9% | +13.3% |
| YTD | +30.8% | +12.2% | +18.6% | +28.3% |
| 1Y | +34.3% | -16.3% | +50.6% | +39.1% |
| 3Y | +35.1% | +36.4% | -1.4% | +24.1% |
| All | +128.6% | +93.6% | +35.0% | +95.1% |
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