+122.4%
ORCL vs PATH
-76.8%
+199.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -16.6% | +19.7% | +6.0% |
| 7D | +5.3% | -16.3% | +21.6% | +8.2% |
| 30D | +10.0% | +9.9% | +0.1% | +7.5% |
| 3M | -32.6% | +30.2% | -62.7% | -36.3% |
| 6M | +4.9% | +37.2% | -32.3% | -1.8% |
| YTD | -17.8% | -7.3% | -10.4% | -18.4% |
| 1Y | -28.0% | +40.0% | -68.0% | -33.4% |
| 3Y | +36.0% | -4.4% | +40.4% | +29.3% |
| 5Y | +88.7% | -76.0% | +164.8% | +69.1% |
| All | +122.4% | -76.8% | +199.2% | +100.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling