-81.0%
PATH vs OSCR
+40.6%
-121.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +0.7% | -3.7% | +4.4% | +1.3% |
| 30D | -1.1% | -5.5% | +4.3% | -0.3% |
| 3M | -14.2% | +7.9% | -22.0% | -16.2% |
| 6M | +30.9% | +34.6% | -3.7% | +20.6% |
| YTD | -20.1% | +122.3% | -142.3% | -35.1% |
| 1Y | -8.1% | +111.5% | -119.6% | -25.2% |
| 3Y | -24.3% | +349.2% | -373.5% | -56.1% |
| 5Y | -75.6% | +162.2% | -237.8% | -86.5% |
| All | -81.0% | +40.6% | -121.6% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 10y: compounded portfolio wealth divided by compounded OSCR 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…
10y analysis · Full analysis span regression · 6 months rolling