+136.1%
BP vs RACE
+647.6%
-511.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.1% |
| 7D | +3.9% | -2.5% | +6.5% | +4.6% |
| 30D | +7.6% | +0.8% | +6.8% | +7.3% |
| 3M | +0.7% | +17.2% | -16.5% | -4.5% |
| 6M | +15.5% | +13.6% | +1.9% | +9.7% |
| YTD | +30.8% | +12.2% | +18.6% | +24.1% |
| 1Y | +34.3% | -16.3% | +50.6% | +39.0% |
| 3Y | +35.1% | +36.4% | -1.4% | +14.2% |
| 5Y | +126.8% | +95.0% | +31.9% | +62.8% |
| 10Y | +123.4% | +813.2% | -689.9% | -14.3% |
| All | +136.1% | +647.6% | -511.5% | -16.7% |
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