-78.0%
PATH vs RIOT
-41.1%
-36.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.1% | -19.8% | -17.4% |
| 7D | -16.3% | +14.8% | -31.1% | -19.5% |
| 30D | +9.9% | +1.4% | +8.5% | +8.2% |
| 3M | +30.2% | -20.6% | +50.8% | +32.1% |
| 6M | +37.2% | +31.9% | +5.3% | +17.7% |
| YTD | -7.3% | +72.1% | -79.4% | -28.3% |
| 1Y | +40.0% | +65.7% | -25.7% | +7.9% |
| 3Y | -4.4% | +97.5% | -101.9% | -42.6% |
| 5Y | -76.0% | -36.7% | -39.3% | -86.0% |
| All | -78.0% | -41.1% | -36.9% | -86.6% |
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