-8.1%
PATH vs RNG
+163.9%
-172.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.1% |
| 7D | -5.3% | -11.3% | +6.0% | -0.4% |
| 30D | -0.5% | -5.7% | +5.1% | +1.8% |
| 3M | -7.1% | +16.8% | -23.9% | -12.5% |
| 6M | +23.8% | +58.5% | -34.7% | +3.1% |
| YTD | -20.7% | +151.3% | -172.0% | -41.4% |
| 1Y | -8.1% | +169.0% | -177.1% | -32.0% |
| All | -8.1% | +163.9% | -172.0% | -32.0% |
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