-76.8%
PATH vs RCAT
+25.6%
-102.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -14.9% | +11.2% | -2.1% |
| 7D | -5.6% | -32.6% | +27.0% | -1.7% |
| 30D | -0.7% | -46.3% | +45.6% | +5.9% |
| 3M | -5.9% | -60.7% | +54.8% | +3.5% |
| 6M | +21.6% | -67.4% | +88.9% | +34.7% |
| YTD | -20.6% | -57.1% | +36.4% | -16.5% |
| 1Y | -10.6% | -63.8% | +53.2% | -4.7% |
| 3Y | -24.9% | +268.1% | -293.0% | -42.0% |
| 5Y | -76.8% | +25.2% | -102.0% | -81.4% |
| All | -76.8% | +25.6% | -102.5% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling