+106.6%
RIOT vs SMR
+71.3%
+35.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.6% | +0.5% | -3.5% |
| 7D | -0.9% | +4.7% | -5.6% | -2.4% |
| 30D | +3.5% | +3.2% | +0.3% | +2.1% |
| 3M | -13.0% | +9.9% | -22.9% | -15.6% |
| 6M | +43.1% | -15.1% | +58.2% | +46.6% |
| YTD | +65.4% | -27.9% | +93.3% | +77.5% |
| 1Y | +27.7% | -70.2% | +98.0% | +63.0% |
| All | +106.6% | +71.3% | +35.3% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling