+5.2%
COST vs PATH
+19.6%
-14.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.5% | +1.8% |
| 7D | +7.1% | -5.6% | +12.7% | +7.2% |
| 30D | +14.1% | -0.7% | +14.7% | +14.0% |
| 3M | +13.3% | -5.9% | +19.1% | +13.5% |
| 6M | +5.2% | +21.6% | -16.4% | +5.5% |
| All | +5.2% | +19.6% | -14.4% | +5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling