-20.3%
RIOT vs SMR
-87.0%
+66.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -4.5% | +14.1% | +12.0% |
| 7D | +6.4% | -9.5% | +15.9% | +11.8% |
| 30D | -20.4% | -33.2% | +12.8% | -2.0% |
| 3M | -28.7% | -45.9% | +17.2% | -5.4% |
| 6M | -17.7% | -57.9% | +40.2% | +20.2% |
| YTD | +21.3% | -63.8% | +85.1% | +90.4% |
| 1Y | -20.3% | -85.6% | +65.3% | +90.4% |
| All | -20.3% | -87.0% | +66.8% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling