-81.2%
PATH vs EOSE
-86.2%
+5.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.4% | +0.9% |
| 7D | -5.3% | -7.9% | +2.6% | -4.5% |
| 30D | -0.5% | -43.9% | +43.3% | +6.3% |
| 3M | -7.1% | -55.8% | +48.7% | +1.1% |
| 6M | +23.8% | -73.4% | +97.2% | +41.1% |
| YTD | -20.7% | -84.8% | +64.1% | -6.5% |
| 1Y | -8.1% | -88.6% | +80.6% | +12.4% |
| 3Y | -21.8% | -2.8% | -19.0% | -41.5% |
| 5Y | -76.8% | -84.6% | +7.7% | -79.4% |
| All | -81.2% | -86.2% | +5.0% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 all: compounded portfolio wealth divided by compounded EOSE 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…
all analysis · Full analysis span regression · 6 months rolling