+659.2%
RIOT vs RACE
+993.8%
-334.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +18.9% | -3.9% | +22.8% | +22.8% |
| 30D | +11.0% | +6.8% | +4.2% | +5.3% |
| 3M | -9.7% | +1.3% | -11.0% | -10.7% |
| 6M | -27.9% | +26.3% | -54.1% | -41.5% |
| YTD | +44.3% | +13.8% | +30.5% | +25.4% |
| 1Y | +13.3% | -0.5% | +13.7% | +10.5% |
| 3Y | +76.4% | +25.6% | +50.8% | +27.8% |
| 5Y | -53.8% | +67.6% | -121.4% | -73.2% |
| 10Y | +670.6% | +724.7% | -54.1% | +129.3% |
| All | +659.2% | +993.8% | -334.6% | +128.4% |
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