-78.0%
PATH vs RIO
+86.1%
-164.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.4% | -17.0% | -16.8% |
| 7D | -16.3% | 0.0% | -16.3% | -16.3% |
| 30D | +9.9% | +4.0% | +5.9% | +8.2% |
| 3M | +30.2% | +0.1% | +30.0% | +29.5% |
| 6M | +37.2% | +12.7% | +24.5% | +28.6% |
| YTD | -7.3% | +35.6% | -42.9% | -20.9% |
| 1Y | +40.0% | +73.7% | -33.7% | +6.3% |
| 3Y | -4.4% | +93.3% | -97.7% | -31.5% |
| 5Y | -76.0% | +92.4% | -168.5% | -82.8% |
| All | -78.0% | +86.1% | -164.1% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling