-81.2%
PATH vs OMC
+34.2%
-115.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | -5.3% | +6.3% | -11.6% | -8.8% |
| 30D | -0.5% | +15.4% | -15.9% | -9.1% |
| 3M | -7.1% | +5.8% | -12.9% | -10.1% |
| 6M | +23.8% | +14.7% | +9.1% | +13.6% |
| YTD | -20.7% | +10.3% | -31.0% | -26.4% |
| 1Y | -8.1% | +23.2% | -31.3% | -21.2% |
| 3Y | -21.8% | +24.6% | -46.4% | -37.2% |
| 5Y | -76.8% | +50.1% | -126.9% | -82.2% |
| All | -81.2% | +34.2% | -115.3% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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