+95.8%
RIO vs RACE
+93.6%
+2.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.9% |
| 7D | 0.0% | -2.5% | +2.5% | +0.6% |
| 30D | +4.0% | +0.8% | +3.2% | +3.7% |
| 3M | +0.1% | +17.2% | -17.0% | -4.3% |
| 6M | +12.7% | +13.6% | -0.9% | +8.4% |
| YTD | +35.6% | +12.2% | +23.4% | +30.3% |
| 1Y | +73.7% | -16.3% | +90.0% | +79.5% |
| 3Y | +93.3% | +36.4% | +56.9% | +64.0% |
| All | +95.8% | +93.6% | +2.2% | +31.6% |
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