+53.0%
RSP vs PATH
-76.4%
+129.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -16.6% | +16.2% | +1.5% |
| 7D | -0.8% | -16.3% | +15.5% | +1.1% |
| 30D | -0.3% | +9.9% | -10.2% | -1.8% |
| 3M | +4.3% | +30.2% | -25.9% | +0.4% |
| 6M | +8.8% | +37.2% | -28.4% | +3.4% |
| YTD | +15.3% | -7.3% | +22.6% | +14.6% |
| 1Y | +18.3% | +40.0% | -21.7% | +9.4% |
| 3Y | +52.8% | -4.4% | +57.2% | +42.9% |
| All | +53.0% | -76.4% | +129.4% | +51.6% |
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