-75.7%
PATH vs OMC
+33.9%
-109.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.5% | -14.1% | -15.1% |
| 7D | -16.3% | -6.4% | -9.9% | -12.6% |
| 30D | +9.9% | +1.1% | +8.8% | +9.5% |
| 3M | +30.2% | +10.4% | +19.8% | +22.1% |
| 6M | +37.2% | -1.7% | +38.9% | +38.3% |
| YTD | -7.3% | +4.4% | -11.8% | -11.1% |
| 1Y | +40.0% | +8.4% | +31.6% | +29.0% |
| 3Y | -4.4% | +14.4% | -18.8% | -20.0% |
| All | -75.7% | +33.9% | -109.6% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling