-21.8%
PATH vs RIOT
+43.7%
-65.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +13.2% | -13.3% | -2.2% |
| 7D | -5.3% | +30.4% | -35.8% | -9.8% |
| 30D | -0.5% | -9.9% | +9.3% | +0.3% |
| 3M | -7.1% | -21.2% | +14.1% | -5.4% |
| 6M | +23.8% | -29.5% | +53.3% | +25.7% |
| YTD | -20.7% | +31.9% | -52.6% | -33.0% |
| 1Y | -8.1% | -3.6% | -4.4% | -16.6% |
| 3Y | -21.8% | +51.8% | -73.6% | -51.1% |
| All | -21.8% | +43.7% | -65.5% | -51.1% |
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