-10.6%
PATH vs RL
+25.5%
-36.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.3% | +3.6% | -4.2% |
| 7D | -5.6% | -4.7% | -0.9% | -5.8% |
| 30D | -0.7% | +3.6% | -4.2% | -0.1% |
| 3M | -5.9% | +0.5% | -6.4% | -5.3% |
| 6M | +21.6% | +6.6% | +15.0% | +23.2% |
| YTD | -20.6% | +8.8% | -29.5% | -19.6% |
| 1Y | -10.6% | +21.8% | -32.3% | -11.4% |
| All | -10.6% | +25.5% | -36.1% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling