+37.2%
PATH vs RDW
+16.4%
+20.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.5% | -18.2% | -16.7% |
| 7D | -16.3% | -3.1% | -13.2% | -16.1% |
| 30D | +9.9% | -1.8% | +11.7% | +9.9% |
| 3M | +30.2% | -50.9% | +81.0% | +36.6% |
| 6M | +37.2% | +13.5% | +23.7% | +27.5% |
| All | +37.2% | +16.4% | +20.9% | +27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling