-8.1%
PATH vs RVMD
+221.9%
-230.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.2% | -8.3% | -1.2% |
| 7D | -5.3% | +0.5% | -5.8% | -5.4% |
| 30D | -0.5% | -4.3% | +3.7% | -0.2% |
| 3M | -7.1% | -2.8% | -4.3% | -7.0% |
| 6M | +23.8% | +27.3% | -3.5% | +19.2% |
| YTD | -20.7% | +141.4% | -162.1% | -32.6% |
| 1Y | -8.1% | +213.3% | -221.3% | -24.8% |
| All | -8.1% | +221.9% | -230.0% | -24.8% |
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