+27.2%
RIOT vs SMR
+11.2%
+16.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +15.3% | -13.1% | -2.4% |
| 7D | +25.1% | +21.4% | +3.7% | +17.9% |
| 30D | +8.5% | +13.8% | -5.4% | +3.9% |
| 3M | -13.4% | +3.9% | -17.3% | -14.9% |
| 6M | +57.1% | -4.2% | +61.3% | +55.6% |
| YTD | +75.7% | -21.1% | +96.8% | +84.4% |
| 1Y | +65.6% | -67.1% | +132.7% | +109.7% |
| 3Y | +103.3% | +88.9% | +14.4% | +38.7% |
| All | +27.2% | +11.2% | +16.0% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling