-81.1%
PATH vs OKTA
-34.7%
-46.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -10.4% | +6.7% | +1.9% |
| 7D | -5.6% | -22.9% | +17.3% | +7.8% |
| 30D | -0.7% | -21.7% | +21.0% | +11.6% |
| 3M | -5.9% | +16.4% | -22.3% | -17.1% |
| 6M | +21.6% | +120.1% | -98.6% | -28.8% |
| YTD | -20.6% | +97.9% | -118.6% | -50.9% |
| 1Y | -10.6% | +96.4% | -107.0% | -44.5% |
| 3Y | -24.9% | +144.9% | -169.8% | -61.8% |
| 5Y | -76.8% | -32.8% | -44.0% | -76.5% |
| All | -81.1% | -34.7% | -46.5% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling