-44.6%
PATH vs RDDT
+102.3%
-147.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | -5.3% | +3.7% | -9.0% | -6.0% |
| 30D | -0.5% | -37.7% | +37.2% | +7.7% |
| 3M | -7.1% | -37.0% | +29.8% | -0.2% |
| 6M | +23.8% | -42.9% | +66.7% | +34.1% |
| YTD | -20.7% | -58.6% | +37.9% | -9.8% |
| 1Y | -8.1% | -48.2% | +40.2% | +0.4% |
| All | -44.6% | +102.3% | -147.0% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 5y: compounded portfolio wealth divided by compounded RDDT 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…
5y analysis · Full analysis span regression · 6 months rolling