-18.8%
PATH vs RBA
+44.7%
-63.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.1% |
| 7D | -4.8% | +12.7% | -17.4% | -9.2% |
| 30D | +2.7% | +15.5% | -12.9% | -3.1% |
| 3M | -4.2% | -14.0% | +9.9% | +1.1% |
| 6M | +24.7% | -8.8% | +33.6% | +27.8% |
| YTD | -17.6% | -6.9% | -10.6% | -16.2% |
| 1Y | -5.3% | -3.0% | -2.3% | -5.3% |
| All | -18.8% | +44.7% | -63.4% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling