-77.0%
PATH vs RMBS
+208.7%
-285.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.0% | -7.0% | -2.1% |
| 7D | -5.3% | -12.0% | +6.6% | -2.3% |
| 30D | -0.5% | -33.1% | +32.6% | +11.1% |
| 3M | -7.1% | -23.7% | +16.6% | -1.7% |
| 6M | +23.8% | -42.7% | +66.5% | +37.4% |
| YTD | -20.7% | -18.9% | -1.8% | -29.7% |
| 1Y | -8.1% | -30.0% | +21.9% | -13.7% |
| 3Y | -21.8% | +28.8% | -50.6% | -52.6% |
| All | -77.0% | +208.7% | -285.7% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling