-77.0%
PATH vs RIG
+44.4%
-121.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.6% |
| 7D | -5.3% | -24.5% | +19.2% | 0.0% |
| 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% | +26.8% |
| YTD | -20.7% | +26.9% | -47.6% | -26.8% |
| 1Y | -8.1% | +34.4% | -42.4% | -16.4% |
| 3Y | -21.8% | -21.2% | -0.6% | -24.1% |
| All | -77.0% | +44.4% | -121.3% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling