+73.9%
ORCL vs PATH
-79.4%
+153.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -2.5% |
| 7D | -14.4% | -4.8% | -9.6% | -13.6% |
| 30D | -12.8% | +2.7% | -15.5% | -13.2% |
| 3M | -14.8% | -4.2% | -10.6% | -14.9% |
| 6M | -30.9% | +24.7% | -55.6% | -34.4% |
| YTD | -35.7% | -17.6% | -18.1% | -35.0% |
| 1Y | -49.5% | -5.3% | -44.2% | -50.2% |
| 3Y | +18.6% | -22.0% | +40.6% | +15.9% |
| 5Y | +38.4% | -76.5% | +114.9% | +27.0% |
| All | +73.9% | -79.4% | +153.3% | +59.8% |
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