+140.9%
BP vs RACE
+670.3%
-529.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.4% |
| 7D | -11.2% | +5.7% | -16.9% | -12.7% |
| 30D | -0.7% | +9.3% | -10.0% | -3.2% |
| 3M | +9.8% | +3.8% | +6.0% | +8.3% |
| 6M | -1.6% | +29.8% | -31.4% | -9.8% |
| YTD | +33.5% | +15.6% | +17.9% | +25.2% |
| 1Y | +31.7% | +5.1% | +26.7% | +27.3% |
| 3Y | +45.1% | +30.8% | +14.4% | +25.0% |
| 5Y | +105.9% | +67.4% | +38.5% | +58.0% |
| 10Y | +134.4% | +793.6% | -659.2% | -9.2% |
| All | +140.9% | +670.3% | -529.4% | -15.9% |
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