+51.6%
RSP vs PATH
-75.2%
+126.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.5% |
| 7D | +2.7% | -4.8% | +7.5% | +3.3% |
| 30D | +5.8% | +2.7% | +3.1% | +5.4% |
| 3M | +1.8% | -4.2% | +6.0% | +1.7% |
| 6M | +11.6% | +24.7% | -13.1% | +7.4% |
| YTD | +18.0% | -17.6% | +35.6% | +18.7% |
| 1Y | +21.8% | -5.3% | +27.2% | +19.6% |
| 3Y | +65.6% | -22.0% | +87.6% | +59.1% |
| 5Y | +51.6% | -76.5% | +128.2% | +51.2% |
| All | +51.6% | -75.2% | +126.8% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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