-8.1%
PATH vs RRC
+31.6%
-39.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.9% | +0.1% |
| 7D | -5.3% | -10.8% | +5.5% | -4.6% |
| 30D | -0.5% | +22.3% | -22.9% | -2.1% |
| 3M | -7.1% | +26.6% | -33.8% | -8.7% |
| 6M | +23.8% | +18.9% | +4.9% | +21.8% |
| YTD | -20.7% | +39.2% | -59.9% | -23.0% |
| 1Y | -8.1% | +34.0% | -42.0% | -10.4% |
| All | -8.1% | +31.6% | -39.7% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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