-9.6%
PATH vs RDW
+23.9%
-33.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | -2.3% | +0.1% | -2.4% | -2.6% |
| 30D | -4.8% | -15.1% | +10.3% | -3.7% |
| 3M | -17.7% | -38.0% | +20.3% | -14.4% |
| 6M | +18.9% | -26.6% | +45.5% | +16.3% |
| YTD | -21.7% | +7.0% | -28.7% | -33.0% |
| 1Y | -9.6% | +31.8% | -41.4% | -32.8% |
| All | -9.6% | +23.9% | -33.6% | -32.8% |
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 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