-8.0%
PATH vs OMC
+23.0%
-31.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.5% |
| 7D | -5.6% | +7.6% | -13.1% | -8.6% |
| 30D | -0.7% | +16.0% | -16.7% | -7.2% |
| 3M | -5.9% | +7.7% | -13.5% | -8.5% |
| 6M | +21.6% | +14.5% | +7.1% | +15.1% |
| YTD | -20.6% | +11.2% | -31.8% | -26.4% |
| All | -8.0% | +23.0% | -31.0% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling