-77.0%
PATH vs RVMD
+469.5%
-546.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.2% | -8.3% | -2.3% |
| 7D | -5.3% | +0.5% | -5.8% | -5.7% |
| 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% | +14.3% |
| YTD | -20.7% | +141.4% | -162.1% | -41.9% |
| 1Y | -8.1% | +213.3% | -221.3% | -37.9% |
| 3Y | -21.8% | +792.7% | -814.5% | -64.2% |
| All | -77.0% | +469.5% | -546.5% | -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