-8.1%
PATH vs RMBS
-20.9%
+12.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +0.7% | +21.9% | -21.3% | +0.5% |
| 30D | -1.1% | -13.4% | +12.3% | -1.2% |
| 3M | -14.2% | -15.9% | +1.7% | -14.0% |
| 6M | +30.9% | -34.8% | +65.6% | +31.1% |
| YTD | -20.1% | -7.5% | -12.5% | -22.7% |
| 1Y | -8.1% | -16.9% | +8.8% | -7.9% |
| All | -8.1% | -20.9% | +12.9% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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