-28.0%
ORCL vs PATH
+39.0%
-67.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -16.6% | +19.7% | +7.9% |
| 7D | +5.3% | -16.3% | +21.6% | +10.0% |
| 30D | +10.0% | +9.9% | +0.1% | +5.1% |
| 3M | -32.6% | +30.2% | -62.7% | -39.3% |
| 6M | +4.9% | +37.2% | -32.3% | -7.4% |
| YTD | -17.8% | -7.3% | -10.4% | -21.3% |
| 1Y | -28.0% | +40.0% | -68.0% | -31.5% |
| All | -28.0% | +39.0% | -67.0% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling