+21.6%
PATH vs RMBS
-38.8%
+60.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -15.9% | +12.2% | -4.2% |
| 7D | -5.6% | -23.4% | +17.8% | -6.5% |
| 30D | -0.7% | -38.9% | +38.2% | -3.4% |
| 3M | -5.9% | -28.4% | +22.5% | -6.6% |
| 6M | +21.6% | -40.9% | +62.5% | +29.4% |
| All | +21.6% | -38.8% | +60.4% | +29.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling