+37.2%
RIOT vs SMR
-75.4%
+112.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -15.7% | +18.2% | +9.6% |
| 7D | -1.5% | -11.2% | +9.7% | +2.2% |
| 30D | +5.7% | -10.2% | +15.9% | +8.7% |
| 3M | -17.9% | -10.0% | -7.8% | -16.5% |
| 6M | +45.0% | -30.5% | +75.4% | +59.8% |
| YTD | +69.5% | -39.2% | +108.7% | +100.8% |
| 1Y | +37.2% | -75.5% | +112.7% | +111.7% |
| All | +37.2% | -75.4% | +112.6% | +111.7% |
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