-26.7%
RIOT vs RACE
+92.4%
-119.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +3.0% |
| 7D | +25.1% | -1.0% | +26.2% | +26.4% |
| 30D | +8.5% | -1.5% | +10.0% | +9.8% |
| 3M | -13.4% | +15.5% | -28.8% | -25.5% |
| 6M | +57.1% | +17.3% | +39.9% | +32.2% |
| YTD | +75.7% | +11.1% | +64.6% | +52.1% |
| 1Y | +65.6% | -14.3% | +79.9% | +80.7% |
| 3Y | +103.3% | +40.2% | +63.1% | -2.7% |
| 5Y | -26.7% | +92.6% | -119.3% | -76.9% |
| All | -26.7% | +92.4% | -119.2% | -76.9% |
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