-78.0%
PATH vs RMBS
+344.6%
-422.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.3% | -18.0% | -17.1% |
| 7D | -16.3% | -0.3% | -16.0% | -16.3% |
| 30D | +9.9% | -12.2% | +22.1% | +14.0% |
| 3M | +30.2% | -49.5% | +79.7% | +58.5% |
| 6M | +37.2% | -7.1% | +44.4% | +23.3% |
| YTD | -7.3% | -7.0% | -0.3% | -19.6% |
| 1Y | +40.0% | +13.3% | +26.7% | +8.2% |
| 3Y | -4.4% | +49.2% | -53.7% | -44.4% |
| 5Y | -76.0% | +250.0% | -326.0% | -93.7% |
| All | -78.0% | +344.6% | -422.6% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling