-81.1%
PATH vs O
+18.8%
-99.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -4.0% |
| 7D | -5.6% | +4.5% | -10.1% | -8.0% |
| 30D | -0.7% | +10.2% | -10.9% | -6.2% |
| 3M | -5.9% | -3.8% | -2.1% | -3.8% |
| 6M | +21.6% | -3.8% | +25.4% | +23.6% |
| YTD | -20.6% | +10.3% | -31.0% | -28.0% |
| 1Y | -10.6% | +11.9% | -22.5% | -19.8% |
| 3Y | -24.9% | +38.1% | -63.0% | -45.8% |
| 5Y | -76.8% | +11.1% | -87.9% | -79.7% |
| All | -81.1% | +18.8% | -99.9% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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