-8.6%
PATH vs ON
+40.9%
-49.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.2% | -9.3% | +0.6% |
| 7D | -2.7% | -1.4% | -1.3% | -2.7% |
| 30D | -3.7% | -10.9% | +7.2% | -4.6% |
| 3M | -13.8% | -14.9% | +1.1% | -15.0% |
| 6M | +20.3% | -33.0% | +53.3% | +17.3% |
| YTD | -20.8% | +27.6% | -48.4% | -20.4% |
| All | -8.6% | +40.9% | -49.5% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 1y: compounded portfolio wealth divided by compounded ON 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…
1y analysis · Full analysis span regression · 6 months rolling