-6.1%
PATH vs RVMD
+502.3%
-508.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.2% | -16.6% |
| 7D | -16.3% | +1.0% | -17.3% | -16.5% |
| 30D | +9.9% | +6.4% | +3.5% | +8.7% |
| 3M | +30.2% | +34.9% | -4.7% | +23.4% |
| 6M | +37.2% | +107.6% | -70.3% | +19.4% |
| YTD | -7.3% | +163.7% | -171.0% | -24.1% |
| 1Y | +40.0% | +439.2% | -399.2% | 0.0% |
| All | -6.1% | +502.3% | -508.4% | -36.7% |
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