-54.5%
RIOT vs RACE
+65.0%
-119.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.5% | +14.7% | +14.6% |
| 7D | +30.4% | +5.1% | +25.4% | +24.8% |
| 30D | -9.9% | +7.7% | -17.6% | -15.8% |
| 3M | -21.2% | +2.2% | -23.4% | -22.9% |
| 6M | -29.5% | +23.8% | -53.2% | -43.7% |
| YTD | +31.9% | +13.9% | +18.0% | +11.8% |
| 1Y | -3.6% | +3.8% | -7.4% | -10.3% |
| 3Y | +51.8% | +28.0% | +23.7% | -14.1% |
| All | -54.5% | +65.0% | -119.5% | -82.9% |
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 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