-77.1%
PATH vs RRX
+13.9%
-91.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -2.3% | 0.0% | -2.3% | -2.6% |
| 30D | -4.8% | +9.0% | -13.9% | -9.0% |
| 3M | -17.7% | +4.0% | -21.7% | -20.2% |
| 6M | +18.9% | -15.7% | +34.6% | +21.6% |
| YTD | -21.7% | +29.0% | -50.7% | -41.1% |
| 1Y | -9.6% | +35.2% | -44.9% | -34.1% |
| 3Y | -25.8% | +67.7% | -93.6% | -57.3% |
| 5Y | -77.1% | +14.9% | -92.0% | -83.7% |
| All | -77.1% | +13.9% | -91.0% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling