+14.0%
PATH vs RDW
+29.4%
-15.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.7% | +1.6% | -2.7% |
| 7D | -24.6% | +3.6% | -28.2% | -24.9% |
| 30D | -13.0% | -18.4% | +5.5% | -11.2% |
| 3M | +26.2% | -32.1% | +58.3% | +30.4% |
| 6M | +13.4% | +10.9% | +2.5% | +6.0% |
| YTD | -17.2% | +40.8% | -58.0% | -28.6% |
| 1Y | +14.0% | +31.1% | -17.1% | -4.9% |
| All | +14.0% | +29.4% | -15.3% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling