+40.0%
PATH vs RCAT
-2.3%
+42.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.0% | -14.6% | -16.3% |
| 7D | -16.3% | -1.4% | -14.9% | -16.0% |
| 30D | +9.9% | -3.3% | +13.3% | +10.2% |
| 3M | +30.2% | -43.2% | +73.4% | +41.8% |
| 6M | +37.2% | -43.2% | +80.4% | +45.9% |
| YTD | -7.3% | +5.5% | -12.9% | -17.3% |
| 1Y | +40.0% | -1.6% | +41.6% | +35.6% |
| All | +40.0% | -2.3% | +42.3% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling