-78.0%
PATH vs EOSE
-69.2%
-8.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +10.9% | -27.5% | -18.1% |
| 7D | -16.3% | +19.0% | -35.3% | -18.8% |
| 30D | +9.9% | +1.6% | +8.3% | +8.8% |
| 3M | +30.2% | -52.0% | +82.1% | +40.9% |
| 6M | +37.2% | -42.5% | +79.7% | +41.4% |
| YTD | -7.3% | -66.1% | +58.8% | -0.2% |
| 1Y | +40.0% | -47.1% | +87.1% | +39.2% |
| 3Y | -4.4% | +0.8% | -5.2% | -26.2% |
| 5Y | -76.0% | -71.7% | -4.4% | -79.7% |
| All | -78.0% | -69.2% | -8.8% | -83.7% |
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