-78.0%
PATH vs RCL
+236.0%
-314.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.5% | -16.6% |
| 7D | -16.3% | -5.1% | -11.2% | -14.5% |
| 30D | +9.9% | -19.0% | +28.9% | +20.1% |
| 3M | +30.2% | -9.6% | +39.7% | +34.6% |
| 6M | +37.2% | -6.7% | +43.9% | +37.9% |
| YTD | -7.3% | -3.9% | -3.4% | -9.8% |
| 1Y | +40.0% | -25.1% | +65.1% | +52.3% |
| 3Y | -4.4% | +179.1% | -183.5% | -48.3% |
| 5Y | -76.0% | +243.3% | -319.3% | -89.7% |
| All | -78.0% | +236.0% | -314.0% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling