+594.0%
RIOT vs RACE
+994.8%
-400.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.5% | +14.7% | +14.5% |
| 7D | +30.4% | +5.1% | +25.4% | +25.4% |
| 30D | -9.9% | +7.7% | -17.6% | -15.1% |
| 3M | -21.2% | +2.2% | -23.4% | -22.6% |
| 6M | -29.5% | +23.8% | -53.2% | -42.0% |
| YTD | +31.9% | +13.9% | +18.0% | +14.5% |
| 1Y | -3.6% | +3.8% | -7.4% | -9.6% |
| 3Y | +51.8% | +28.0% | +23.7% | +7.9% |
| 5Y | -46.9% | +64.9% | -111.9% | -68.9% |
| 10Y | +677.5% | +780.4% | -102.9% | +128.4% |
| All | +594.0% | +994.8% | -400.8% | +108.6% |
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 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