-80.4%
PATH vs RRC
+539.5%
-619.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.4% | +3.7% |
| 7D | -4.8% | -6.8% | +2.0% | -3.3% |
| 30D | +2.7% | +34.7% | -32.1% | -4.5% |
| 3M | -4.2% | +31.5% | -35.7% | -10.5% |
| 6M | +24.7% | +21.8% | +3.0% | +18.3% |
| YTD | -17.6% | +48.9% | -66.4% | -25.8% |
| 1Y | -5.3% | +42.1% | -47.4% | -14.0% |
| 3Y | -22.0% | +44.1% | -66.1% | -30.8% |
| 5Y | -76.5% | +137.8% | -214.3% | -81.9% |
| All | -80.4% | +539.5% | -619.9% | -88.1% |
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