-81.1%
PATH vs RIOT
-60.1%
-21.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -2.7% |
| 7D | -5.6% | +7.4% | -13.0% | -7.8% |
| 30D | -0.7% | -22.0% | +21.3% | +4.2% |
| 3M | -5.9% | -31.3% | +25.5% | +0.1% |
| 6M | +21.6% | -27.5% | +49.1% | +22.0% |
| YTD | -20.6% | +16.5% | -37.1% | -33.7% |
| 1Y | -10.6% | -22.2% | +11.6% | -16.8% |
| 3Y | -24.9% | +29.6% | -54.5% | -50.2% |
| 5Y | -76.8% | -53.1% | -23.7% | -85.5% |
| All | -81.1% | -60.1% | -21.0% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling