-5.7%
COST vs PATH
+27.5%
-33.2%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.6% | +15.6% | -0.3% |
| 7D | -3.1% | -16.3% | +13.2% | -2.5% |
| 30D | -2.8% | +9.9% | -12.7% | -3.7% |
| 3M | -5.7% | +30.2% | -35.8% | -8.1% |
| All | -5.7% | +27.5% | -33.2% | -8.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling