-80.4%
PATH vs ON
+80.0%
-160.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +3.6% |
| 7D | -4.8% | -5.8% | +1.0% | -2.8% |
| 30D | +2.7% | -17.1% | +19.8% | +9.5% |
| 3M | -4.2% | -11.8% | +7.6% | -1.1% |
| 6M | +24.7% | -30.2% | +54.9% | +30.5% |
| YTD | -17.6% | +31.6% | -49.1% | -39.0% |
| 1Y | -5.3% | +47.6% | -52.9% | -34.5% |
| 3Y | -22.0% | +4.4% | -26.4% | -42.5% |
| 5Y | -76.5% | +19.0% | -95.5% | -85.1% |
| All | -80.4% | +80.0% | -160.5% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling