-81.1%
PATH vs RVMD
+367.5%
-448.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -11.0% | +7.3% | -0.7% |
| 7D | -5.6% | -6.6% | +1.0% | -3.9% |
| 30D | -0.7% | -11.1% | +10.4% | +2.1% |
| 3M | -5.9% | -10.0% | +4.1% | -3.7% |
| 6M | +21.6% | +20.7% | +0.9% | +14.1% |
| YTD | -20.6% | +123.0% | -143.7% | -40.3% |
| 1Y | -10.6% | +199.4% | -210.0% | -38.5% |
| 3Y | -24.9% | +701.7% | -726.6% | -63.9% |
| 5Y | -76.8% | +427.2% | -504.0% | -89.8% |
| All | -81.1% | +367.5% | -448.6% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling