-78.0%
PATH vs RBA
+47.9%
-125.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -17.0% | -16.8% |
| 7D | -16.3% | -2.9% | -13.4% | -15.3% |
| 30D | +9.9% | -12.3% | +22.2% | +15.7% |
| 3M | +30.2% | -20.5% | +50.7% | +41.6% |
| 6M | +37.2% | -18.5% | +55.8% | +47.2% |
| YTD | -7.3% | -18.2% | +10.9% | -0.6% |
| 1Y | +40.0% | -27.5% | +67.5% | +57.2% |
| 3Y | -4.4% | +38.1% | -42.5% | -19.4% |
| 5Y | -76.0% | +44.8% | -120.8% | -80.5% |
| All | -78.0% | +47.9% | -125.9% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling