-10.6%
PATH vs RIOT
-24.0%
+13.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -3.7% |
| 7D | -5.6% | +7.4% | -13.0% | -5.5% |
| 30D | -0.7% | -22.0% | +21.3% | -0.9% |
| 3M | -5.9% | -31.3% | +25.5% | -6.2% |
| 6M | +21.6% | -27.5% | +49.1% | +19.9% |
| YTD | -20.6% | +16.5% | -37.1% | -29.6% |
| 1Y | -10.6% | -22.2% | +11.6% | -11.5% |
| All | -10.6% | -24.0% | +13.4% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 RIOT 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