-21.8%
PATH vs RIG
-24.1%
+2.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.6% |
| 7D | -5.3% | -24.5% | +19.2% | +0.1% |
| 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% | +27.1% |
| YTD | -20.7% | +26.9% | -47.6% | -27.5% |
| 1Y | -8.1% | +34.4% | -42.4% | -17.3% |
| 3Y | -21.8% | -21.2% | -0.6% | -12.5% |
| All | -21.8% | -24.1% | +2.2% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling