-8.1%
PATH vs RCL
+30.9%
-38.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.2% |
| 7D | -5.3% | +6.5% | -11.8% | -5.9% |
| 30D | -0.5% | +15.9% | -16.4% | -2.1% |
| 3M | -7.1% | +2.7% | -9.8% | -7.5% |
| 6M | +23.8% | +15.2% | +8.6% | +21.7% |
| YTD | -20.7% | +19.2% | -39.9% | -19.5% |
| 1Y | -8.1% | +31.6% | -39.7% | -0.7% |
| All | -8.1% | +30.9% | -38.9% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling