+24.7%
PATH vs RIOT
-17.5%
+42.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.6% | -6.7% | +3.6% |
| 7D | -4.8% | +6.4% | -11.2% | -4.3% |
| 30D | +2.7% | -20.4% | +23.1% | -0.2% |
| 3M | -4.2% | -28.7% | +24.5% | -7.6% |
| 6M | +24.7% | -17.7% | +42.5% | +19.6% |
| All | +24.7% | -17.5% | +42.2% | +19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling