-8.1%
PATH vs O
+10.6%
-18.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.4% |
| 7D | -5.3% | +3.7% | -9.0% | -3.6% |
| 30D | -0.5% | +11.2% | -11.7% | +5.0% |
| 3M | -7.1% | -4.0% | -3.2% | -10.0% |
| 6M | +23.8% | -5.2% | +29.0% | +19.7% |
| YTD | -20.7% | +9.5% | -30.2% | -22.0% |
| 1Y | -8.1% | +10.6% | -18.7% | -14.0% |
| All | -8.1% | +10.6% | -18.7% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling