-80.8%
PATH vs OKTA
-30.2%
-50.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +2.1% | +8.4% | -6.3% | -2.4% |
| 30D | +1.6% | -13.7% | +15.3% | +8.4% |
| 3M | -20.4% | +18.0% | -38.5% | -30.6% |
| 6M | +40.1% | +133.8% | -93.7% | -20.6% |
| YTD | -19.0% | +111.5% | -130.5% | -51.7% |
| 1Y | -5.8% | +118.3% | -124.1% | -44.9% |
| 3Y | -22.9% | +168.0% | -191.0% | -62.8% |
| 5Y | -75.3% | -30.1% | -45.2% | -75.4% |
| All | -80.8% | -30.2% | -50.6% | -79.0% |
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