-81.2%
PATH vs RCL
+317.0%
-398.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.7% |
| 7D | -5.3% | +6.5% | -11.8% | -8.0% |
| 30D | -0.5% | +15.9% | -16.4% | -7.0% |
| 3M | -7.1% | +2.7% | -9.8% | -9.1% |
| 6M | +23.8% | +15.2% | +8.6% | +14.1% |
| YTD | -20.7% | +19.2% | -39.9% | -30.2% |
| 1Y | -8.1% | +31.6% | -39.7% | -23.6% |
| 3Y | -21.8% | +274.2% | -296.0% | -63.2% |
| 5Y | -76.8% | +250.1% | -326.9% | -90.6% |
| All | -81.2% | +317.0% | -398.2% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling