-79.9%
PATH vs RDW
+7.1%
-87.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.9% |
| 7D | -23.9% | +4.8% | -28.7% | -24.7% |
| 30D | -11.8% | -19.5% | +7.8% | -8.5% |
| 3M | +29.0% | -26.9% | +55.9% | +33.8% |
| 6M | +19.7% | +17.8% | +1.9% | +7.8% |
| YTD | -15.4% | +43.0% | -58.4% | -29.8% |
| 1Y | +19.5% | +32.1% | -12.6% | -1.7% |
| 3Y | -24.9% | +250.6% | -275.6% | -61.0% |
| 5Y | -74.9% | -6.6% | -68.3% | -85.4% |
| All | -79.9% | +7.1% | -87.0% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 10y: compounded portfolio wealth divided by compounded RDW 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…
10y analysis · Full analysis span regression · 6 months rolling