-5.8%
PATH vs RNG
+176.7%
-182.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +2.1% | +4.6% | -2.5% | +0.1% |
| 30D | +1.6% | +0.4% | +1.2% | +1.3% |
| 3M | -20.4% | +11.4% | -31.9% | -23.9% |
| 6M | +40.1% | +95.7% | -55.6% | +9.0% |
| YTD | -19.0% | +162.9% | -181.9% | -41.3% |
| 1Y | -5.8% | +180.3% | -186.1% | -29.6% |
| All | -5.8% | +176.7% | -182.5% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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