-18.8%
PATH vs RL
+272.1%
-290.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | +1.6% |
| 7D | -4.8% | +5.8% | -10.6% | -6.4% |
| 30D | +2.7% | +12.7% | -10.1% | -0.9% |
| 3M | -4.2% | +9.3% | -13.5% | -7.0% |
| 6M | +24.7% | +16.9% | +7.8% | +17.1% |
| YTD | -17.6% | +17.5% | -35.0% | -24.0% |
| 1Y | -5.3% | +34.6% | -40.0% | -18.5% |
| All | -18.8% | +272.1% | -290.9% | -69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling