-77.0%
PATH vs ON
+5.6%
-82.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -5.3% | -11.7% | +6.3% | -1.1% |
| 30D | -0.5% | -23.3% | +22.7% | +9.0% |
| 3M | -7.1% | -19.2% | +12.0% | -1.2% |
| 6M | +23.8% | -40.1% | +64.0% | +37.3% |
| YTD | -20.7% | +16.9% | -37.6% | -39.2% |
| 1Y | -8.1% | +29.7% | -37.8% | -33.8% |
| 3Y | -21.8% | -4.4% | -17.4% | -41.7% |
| All | -77.0% | +5.6% | -82.6% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling