-8.1%
PATH vs RVMD
+175.3%
-183.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | 0.0% |
| 7D | +0.7% | -0.7% | +1.4% | +0.6% |
| 30D | -1.1% | -6.4% | +5.3% | -0.4% |
| 3M | -14.2% | -14.1% | -0.1% | -12.6% |
| 6M | +30.9% | +21.0% | +9.8% | +26.9% |
| YTD | -20.1% | +121.4% | -141.5% | -31.6% |
| 1Y | -8.1% | +167.9% | -176.0% | -26.9% |
| All | -8.1% | +175.3% | -183.4% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling