-80.4%
PATH vs RIOT
-58.4%
-22.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.6% | -6.7% | +0.6% |
| 7D | -4.8% | +6.4% | -11.2% | -6.8% |
| 30D | +2.7% | -20.4% | +23.1% | +7.2% |
| 3M | -4.2% | -28.7% | +24.5% | +0.9% |
| 6M | +24.7% | -17.7% | +42.5% | +20.9% |
| YTD | -17.6% | +21.3% | -38.9% | -31.8% |
| 1Y | -5.3% | -20.3% | +14.9% | -12.3% |
| 3Y | -22.0% | +34.9% | -56.9% | -48.8% |
| 5Y | -76.5% | -53.0% | -23.5% | -85.4% |
| All | -80.4% | -58.4% | -22.0% | -87.3% |
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