-81.1%
PATH vs RRC
+516.1%
-597.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.7% | 0.0% | -2.9% |
| 7D | -5.6% | -6.9% | +1.3% | -4.1% |
| 30D | -0.7% | +25.4% | -26.1% | -6.1% |
| 3M | -5.9% | +31.9% | -37.8% | -12.1% |
| 6M | +21.6% | +17.2% | +4.4% | +16.3% |
| YTD | -20.6% | +43.4% | -64.0% | -28.0% |
| 1Y | -10.6% | +36.7% | -47.3% | -18.1% |
| 3Y | -24.9% | +38.8% | -63.7% | -32.8% |
| 5Y | -76.8% | +118.3% | -195.1% | -81.8% |
| All | -81.1% | +516.1% | -597.2% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling