-81.2%
PATH vs RRX
+31.5%
-112.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.5% | -2.2% |
| 7D | -5.3% | +7.5% | -12.8% | -8.5% |
| 30D | -0.5% | +3.0% | -3.5% | -2.6% |
| 3M | -7.1% | -5.3% | -1.8% | -6.5% |
| 6M | +23.8% | -26.6% | +50.5% | +33.6% |
| YTD | -20.7% | +21.2% | -41.9% | -38.1% |
| 1Y | -8.1% | +25.9% | -34.0% | -30.0% |
| 3Y | -21.8% | +71.7% | -93.5% | -54.5% |
| 5Y | -76.8% | +7.8% | -84.6% | -83.3% |
| All | -81.2% | +31.5% | -112.6% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling