-81.0%
PATH vs OKTA
-30.4%
-50.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.2% |
| 7D | -2.7% | -4.6% | +1.9% | -0.6% |
| 30D | -1.4% | -19.7% | +18.4% | +9.4% |
| 3M | -16.4% | +21.2% | -37.6% | -28.1% |
| 6M | +23.3% | +123.1% | -99.8% | -28.1% |
| YTD | -19.8% | +110.8% | -130.6% | -52.1% |
| 1Y | -8.6% | +113.0% | -121.5% | -45.7% |
| 3Y | -24.0% | +168.9% | -193.0% | -63.4% |
| 5Y | -77.1% | -28.7% | -48.5% | -77.6% |
| All | -81.0% | -30.4% | -50.5% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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