-77.1%
PATH vs RVMD
+466.1%
-543.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.4% | +8.8% | +4.1% |
| 7D | -2.7% | -9.5% | +6.8% | -0.5% |
| 30D | -1.4% | -6.8% | +5.5% | 0.0% |
| 3M | -16.4% | -12.1% | -4.3% | -14.2% |
| 6M | +23.3% | +25.4% | -2.1% | +14.2% |
| YTD | -19.8% | +126.9% | -146.7% | -40.3% |
| 1Y | -8.6% | +182.0% | -190.6% | -36.4% |
| 3Y | -24.0% | +816.8% | -840.8% | -65.6% |
| 5Y | -77.1% | +464.0% | -541.1% | -90.8% |
| All | -77.1% | +466.1% | -543.2% | -90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling