-81.1%
PATH vs OMC
+35.3%
-116.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.4% |
| 7D | -5.6% | +7.6% | -13.1% | -9.8% |
| 30D | -0.7% | +16.0% | -16.7% | -9.6% |
| 3M | -5.9% | +7.7% | -13.5% | -9.9% |
| 6M | +21.6% | +14.5% | +7.1% | +11.7% |
| YTD | -20.6% | +11.2% | -31.8% | -26.7% |
| 1Y | -10.6% | +23.6% | -34.2% | -23.4% |
| 3Y | -24.9% | +24.7% | -49.6% | -39.6% |
| 5Y | -76.8% | +51.3% | -128.2% | -82.3% |
| All | -81.1% | +35.3% | -116.4% | -85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling