-81.2%
PATH vs RDW
-29.0%
-52.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +16.5% | -16.6% | -3.0% |
| 7D | -5.3% | -14.1% | +8.7% | -3.4% |
| 30D | -0.5% | -29.6% | +29.1% | +5.0% |
| 3M | -7.1% | -39.1% | +31.9% | -0.1% |
| 6M | +23.8% | -25.2% | +49.0% | +21.2% |
| YTD | -20.7% | -5.1% | -15.6% | -30.0% |
| 1Y | -8.1% | +20.6% | -28.6% | -23.6% |
| 3Y | -21.8% | +153.0% | -174.8% | -56.9% |
| 5Y | -76.8% | -43.5% | -33.3% | -85.2% |
| All | -81.2% | -29.0% | -52.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling