-81.2%
PATH vs RIG
+69.6%
-150.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.6% |
| 7D | -5.3% | -24.5% | +19.2% | -0.2% |
| 30D | -0.5% | -2.8% | +2.2% | -0.3% |
| 3M | -7.1% | +1.6% | -8.7% | -7.9% |
| 6M | +23.8% | -15.9% | +39.7% | +26.7% |
| YTD | -20.7% | +26.9% | -47.6% | -26.5% |
| 1Y | -8.1% | +34.4% | -42.4% | -16.0% |
| 3Y | -21.8% | -21.2% | -0.6% | -24.1% |
| 5Y | -76.8% | +46.4% | -123.2% | -81.3% |
| All | -81.2% | +69.6% | -150.7% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling