+524.1%
RIO vs RACE
+647.6%
-123.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.2% |
| 7D | 0.0% | -2.5% | +2.5% | +1.0% |
| 30D | +4.0% | +0.8% | +3.2% | +3.6% |
| 3M | +0.1% | +17.2% | -17.0% | -6.4% |
| 6M | +12.7% | +13.6% | -0.9% | +6.3% |
| YTD | +35.6% | +12.2% | +23.4% | +27.7% |
| 1Y | +73.7% | -16.3% | +90.0% | +82.4% |
| 3Y | +93.3% | +36.4% | +56.9% | +56.2% |
| 5Y | +92.4% | +95.0% | -2.5% | +26.9% |
| 10Y | +606.9% | +813.2% | -206.3% | +93.1% |
| All | +524.1% | +647.6% | -123.6% | +57.8% |
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