-10.6%
PATH vs RCL
+27.9%
-38.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -3.4% |
| 7D | -5.6% | +3.9% | -9.5% | -5.9% |
| 30D | -0.7% | +11.8% | -12.4% | -1.9% |
| 3M | -5.9% | -0.8% | -5.0% | -5.8% |
| 6M | +21.6% | +23.6% | -2.0% | +18.8% |
| YTD | -20.6% | +17.6% | -38.2% | -19.5% |
| 1Y | -10.6% | +28.3% | -38.9% | -4.3% |
| All | -10.6% | +27.9% | -38.5% | -4.3% |
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