+90.3%
RIO vs RACE
+64.4%
+25.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | -0.9% | -1.2% | +0.3% | -0.6% |
| 30D | -9.1% | +6.1% | -15.2% | -10.5% |
| 3M | -13.7% | -0.3% | -13.4% | -13.7% |
| 6M | -24.3% | +23.4% | -47.8% | -28.7% |
| YTD | +8.9% | +12.5% | -3.6% | +4.5% |
| 1Y | +22.7% | -0.5% | +23.1% | +21.4% |
| 3Y | +51.2% | +23.6% | +27.6% | +33.5% |
| All | +90.3% | +64.4% | +25.9% | +40.7% |
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 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