-80.4%
PATH vs OMC
+35.9%
-116.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | -0.2% |
| 7D | -4.8% | +12.5% | -17.3% | -11.6% |
| 30D | +2.7% | +16.3% | -13.6% | -6.7% |
| 3M | -4.2% | +8.1% | -12.3% | -8.5% |
| 6M | +24.7% | +17.2% | +7.6% | +13.0% |
| YTD | -17.6% | +11.8% | -29.3% | -24.1% |
| 1Y | -5.3% | +23.9% | -29.3% | -19.0% |
| 3Y | -22.0% | +25.3% | -47.3% | -37.4% |
| 5Y | -76.5% | +54.7% | -131.2% | -82.1% |
| All | -80.4% | +35.9% | -116.3% | -84.5% |
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 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