-80.4%
PATH vs RL
+286.3%
-366.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | +0.8% |
| 7D | -4.8% | +5.8% | -10.6% | -7.4% |
| 30D | +2.7% | +12.7% | -10.1% | -3.0% |
| 3M | -4.2% | +9.3% | -13.5% | -8.8% |
| 6M | +24.7% | +16.9% | +7.8% | +12.6% |
| YTD | -17.6% | +17.5% | -35.0% | -27.3% |
| 1Y | -5.3% | +34.6% | -40.0% | -23.3% |
| 3Y | -22.0% | +273.2% | -295.2% | -68.5% |
| 5Y | -76.5% | +265.2% | -341.8% | -91.1% |
| All | -80.4% | +286.3% | -366.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling