-78.0%
PATH vs RRC
+414.3%
-492.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.8% | -16.4% |
| 7D | -16.3% | +1.3% | -17.6% | -16.5% |
| 30D | +9.9% | +10.1% | -0.2% | +7.5% |
| 3M | +30.2% | +4.0% | +26.2% | +28.7% |
| 6M | +37.2% | +1.6% | +35.6% | +36.0% |
| YTD | -7.3% | +19.7% | -27.0% | -11.9% |
| 1Y | +40.0% | +21.4% | +18.6% | +32.1% |
| 3Y | -4.4% | +29.7% | -34.1% | -12.8% |
| 5Y | -76.0% | +153.9% | -229.9% | -81.6% |
| All | -78.0% | +414.3% | -492.3% | -85.9% |
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