-18.8%
PATH vs RIOT
+32.2%
-50.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.6% | -6.7% | +1.3% |
| 7D | -4.8% | +6.4% | -11.2% | -6.1% |
| 30D | +2.7% | -20.4% | +23.1% | +5.8% |
| 3M | -4.2% | -28.7% | +24.5% | -0.6% |
| 6M | +24.7% | -17.7% | +42.5% | +21.6% |
| YTD | -17.6% | +21.3% | -38.9% | -29.3% |
| 1Y | -5.3% | -20.3% | +14.9% | -10.6% |
| All | -18.8% | +32.2% | -50.9% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling