+24.7%
PATH vs OMC
+16.8%
+8.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | -0.6% |
| 7D | -4.8% | +12.5% | -17.3% | -12.5% |
| 30D | +2.7% | +16.3% | -13.6% | -8.3% |
| 3M | -4.2% | +8.1% | -12.3% | -8.5% |
| 6M | +24.7% | +17.2% | +7.6% | +12.5% |
| All | +24.7% | +16.8% | +8.0% | +12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling