-78.0%
PATH vs ON
+88.0%
-166.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.0% | -17.6% | -17.0% |
| 7D | -16.3% | +2.4% | -18.7% | -17.1% |
| 30D | +9.9% | -3.3% | +13.2% | +11.0% |
| 3M | +30.2% | -43.6% | +73.7% | +55.2% |
| 6M | +37.2% | +19.0% | +18.3% | +10.7% |
| YTD | -7.3% | +37.4% | -44.7% | -31.6% |
| 1Y | +40.0% | +54.8% | -14.8% | -3.9% |
| 3Y | -4.4% | -25.2% | +20.8% | -12.5% |
| 5Y | -76.0% | +62.7% | -138.8% | -86.3% |
| All | -78.0% | +88.0% | -166.0% | -87.7% |
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