-81.2%
PATH vs RL
+253.0%
-334.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.6% |
| 7D | -5.3% | -4.2% | -1.2% | -3.5% |
| 30D | -0.5% | +4.3% | -4.8% | -2.6% |
| 3M | -7.1% | -4.6% | -2.5% | -5.8% |
| 6M | +23.8% | +1.7% | +22.1% | +19.7% |
| YTD | -20.7% | +7.3% | -28.0% | -27.1% |
| 1Y | -8.1% | +20.8% | -28.9% | -21.5% |
| 3Y | -21.8% | +247.0% | -268.8% | -67.5% |
| 5Y | -76.8% | +225.5% | -302.3% | -90.8% |
| All | -81.2% | +253.0% | -334.1% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling