-81.2%
PATH vs RBA
+65.5%
-146.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.5% |
| 7D | -5.3% | +4.3% | -9.6% | -7.0% |
| 30D | -0.5% | +16.3% | -16.9% | -6.8% |
| 3M | -7.1% | +1.3% | -8.5% | -8.0% |
| 6M | +23.8% | -11.1% | +34.9% | +28.3% |
| YTD | -20.7% | -8.5% | -12.2% | -19.0% |
| 1Y | -8.1% | -2.1% | -5.9% | -8.7% |
| 3Y | -21.8% | +44.6% | -66.4% | -35.7% |
| 5Y | -76.8% | +36.8% | -113.7% | -82.1% |
| All | -81.2% | +65.5% | -146.7% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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