-21.8%
PATH vs RVMD
+835.3%
-857.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.2% | -1.0% |
| 7D | -2.7% | +6.4% | -9.1% | -4.1% |
| 30D | -3.7% | +5.5% | -9.2% | -5.1% |
| 3M | -13.8% | -2.4% | -11.3% | -13.7% |
| 6M | +20.3% | +41.1% | -20.8% | +10.9% |
| YTD | -20.8% | +151.3% | -172.1% | -38.9% |
| 1Y | -9.2% | +228.1% | -237.3% | -35.1% |
| 3Y | -21.8% | +899.8% | -921.5% | -75.5% |
| All | -21.8% | +835.3% | -857.0% | -75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling