-21.8%
PATH vs RRX
+54.9%
-76.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.5% | +3.8% | -1.8% |
| 7D | -5.6% | -2.0% | -3.6% | -5.4% |
| 30D | -0.7% | -3.6% | +3.0% | -0.3% |
| 3M | -5.9% | -12.3% | +6.5% | -3.4% |
| 6M | +21.6% | -27.5% | +49.1% | +28.5% |
| YTD | -20.6% | +14.9% | -35.5% | -35.2% |
| 1Y | -10.6% | +17.4% | -28.0% | -28.0% |
| All | -21.8% | +54.9% | -76.7% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling