-77.0%
PATH vs ONTO
+84.2%
-161.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.1% | -11.2% | -3.2% |
| 7D | -5.3% | -14.0% | +8.7% | -2.0% |
| 30D | -0.5% | -43.1% | +42.5% | +15.1% |
| 3M | -7.1% | -35.5% | +28.4% | +1.1% |
| 6M | +23.8% | -41.1% | +64.9% | +31.4% |
| YTD | -20.7% | +9.8% | -30.5% | -37.4% |
| 1Y | -8.1% | +31.5% | -39.6% | -33.1% |
| 3Y | -21.8% | +45.2% | -67.0% | -58.7% |
| All | -77.0% | +84.2% | -161.2% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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