-77.0%
PATH vs OMC
+49.2%
-126.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | -5.3% | +6.3% | -11.6% | -9.1% |
| 30D | -0.5% | +15.4% | -15.9% | -9.6% |
| 3M | -7.1% | +5.8% | -12.9% | -10.3% |
| 6M | +23.8% | +14.7% | +9.1% | +13.0% |
| YTD | -20.7% | +10.3% | -31.0% | -26.8% |
| 1Y | -8.1% | +23.2% | -31.3% | -22.1% |
| 3Y | -21.8% | +24.6% | -46.4% | -39.1% |
| All | -77.0% | +49.2% | -126.2% | -83.0% |
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