-21.8%
PATH vs O
+38.4%
-60.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.8% |
| 7D | -5.6% | +4.5% | -10.1% | -6.3% |
| 30D | -0.7% | +10.2% | -10.9% | -2.3% |
| 3M | -5.9% | -3.8% | -2.1% | -5.2% |
| 6M | +21.6% | -3.8% | +25.4% | +22.5% |
| YTD | -20.6% | +10.3% | -31.0% | -24.9% |
| 1Y | -10.6% | +11.9% | -22.5% | -15.9% |
| All | -21.8% | +38.4% | -60.1% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling