-81.2%
PATH vs RIO
+55.7%
-136.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | -1.3% |
| 7D | -2.7% | +4.4% | -7.1% | -4.2% |
| 30D | -3.7% | -8.9% | +5.1% | -0.6% |
| 3M | -13.8% | -12.7% | -1.1% | -10.0% |
| 6M | +20.3% | -16.2% | +36.5% | +26.5% |
| YTD | -20.8% | +13.4% | -34.2% | -28.2% |
| 1Y | -9.2% | +30.9% | -40.1% | -23.2% |
| 3Y | -21.8% | +60.2% | -81.9% | -40.1% |
| 5Y | -77.4% | +98.9% | -176.3% | -83.9% |
| All | -81.2% | +55.7% | -136.9% | -85.3% |
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