-5.8%
PATH vs RDW
+29.0%
-34.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +1.7% |
| 7D | +2.1% | +7.2% | -5.1% | +1.3% |
| 30D | +1.6% | -10.3% | +11.9% | +2.2% |
| 3M | -20.4% | -41.4% | +21.0% | -16.7% |
| 6M | +40.1% | -32.5% | +72.7% | +38.4% |
| YTD | -19.0% | +1.7% | -20.7% | -30.5% |
| 1Y | -5.8% | +39.0% | -44.8% | -35.4% |
| All | -5.8% | +29.0% | -34.9% | -35.4% |
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