-81.1%
PATH vs RRX
+24.6%
-105.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.5% | +3.8% | -0.8% |
| 7D | -5.6% | -2.0% | -3.6% | -5.4% |
| 30D | -0.7% | -3.6% | +3.0% | -0.2% |
| 3M | -5.9% | -12.3% | +6.5% | -2.3% |
| 6M | +21.6% | -27.5% | +49.1% | +31.1% |
| YTD | -20.6% | +14.9% | -35.5% | -36.7% |
| 1Y | -10.6% | +17.4% | -28.0% | -29.7% |
| 3Y | -24.9% | +55.5% | -80.4% | -54.0% |
| 5Y | -76.8% | +2.2% | -79.0% | -82.9% |
| All | -81.1% | +24.6% | -105.8% | -86.9% |
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