-8.1%
PATH vs RNG
+177.2%
-185.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | +0.7% | +2.3% | -1.6% | -0.3% |
| 30D | -1.1% | -3.4% | +2.3% | +0.2% |
| 3M | -14.2% | +20.9% | -35.0% | -20.4% |
| 6M | +30.9% | +82.2% | -51.3% | +3.9% |
| YTD | -20.1% | +164.6% | -184.7% | -42.2% |
| 1Y | -8.1% | +177.0% | -185.1% | -31.8% |
| All | -8.1% | +177.2% | -185.3% | -31.8% |
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