-44.2%
PATH vs RDDT
+111.8%
-156.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.5% | +0.8% |
| 7D | +0.7% | +6.1% | -5.4% | -0.6% |
| 30D | -1.1% | -35.9% | +34.8% | +6.4% |
| 3M | -14.2% | -35.1% | +21.0% | -8.4% |
| 6M | +30.9% | -34.7% | +65.5% | +37.9% |
| YTD | -20.1% | -56.7% | +36.6% | -10.0% |
| 1Y | -8.1% | -50.9% | +42.8% | +1.1% |
| All | -44.2% | +111.8% | -156.0% | -51.5% |
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