+21.6%
PATH vs ON
-35.5%
+57.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -11.6% | +7.9% | -4.4% |
| 7D | -5.6% | -16.3% | +10.7% | -6.6% |
| 30D | -0.7% | -27.0% | +26.3% | -2.9% |
| 3M | -5.9% | -18.1% | +12.2% | -7.0% |
| 6M | +21.6% | -38.6% | +60.2% | +25.2% |
| All | +21.6% | -35.5% | +57.1% | +25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling