-80.4%
PATH vs RCAT
+2.6%
-83.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -10.3% | +13.2% | +3.8% |
| 7D | -4.8% | -18.5% | +13.7% | -3.3% |
| 30D | +2.7% | -37.0% | +39.6% | +6.4% |
| 3M | -4.2% | -54.9% | +50.7% | +2.0% |
| 6M | +24.7% | -63.6% | +88.4% | +33.8% |
| YTD | -17.6% | -49.6% | +32.0% | -15.1% |
| 1Y | -5.3% | -57.8% | +52.5% | -1.5% |
| 3Y | -22.0% | +332.4% | -354.4% | -32.8% |
| 5Y | -76.5% | +48.1% | -124.7% | -79.5% |
| All | -80.4% | +2.6% | -83.0% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling