-81.2%
PATH vs RIO
+50.9%
-132.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -5.3% | +2.2% | -7.6% | -6.0% |
| 30D | -0.5% | -10.1% | +9.6% | +3.2% |
| 3M | -7.1% | -14.1% | +7.0% | -2.5% |
| 6M | +23.8% | -18.9% | +42.7% | +31.7% |
| YTD | -20.7% | +9.9% | -30.6% | -27.3% |
| 1Y | -8.1% | +27.0% | -35.0% | -21.4% |
| 3Y | -21.8% | +50.1% | -71.9% | -38.6% |
| 5Y | -76.8% | +95.3% | -172.1% | -83.4% |
| All | -81.2% | +50.9% | -132.0% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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