-76.8%
PATH vs OMC
+51.8%
-128.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.4% |
| 7D | -5.6% | +7.6% | -13.1% | -10.0% |
| 30D | -0.7% | +16.0% | -16.7% | -10.1% |
| 3M | -5.9% | +7.7% | -13.5% | -10.1% |
| 6M | +21.6% | +14.5% | +7.1% | +11.0% |
| YTD | -20.6% | +11.2% | -31.8% | -27.1% |
| 1Y | -10.6% | +23.6% | -34.2% | -24.3% |
| 3Y | -24.9% | +24.7% | -49.6% | -41.4% |
| 5Y | -76.8% | +51.3% | -128.2% | -83.0% |
| All | -76.8% | +51.8% | -128.6% | -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