-81.0%
PATH vs OSCR
+41.3%
-122.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.5% | +3.3% |
| 7D | -2.7% | -8.8% | +6.0% | -1.0% |
| 30D | -1.4% | -5.6% | +4.2% | -0.5% |
| 3M | -16.4% | +14.8% | -31.2% | -19.6% |
| 6M | +23.3% | +46.0% | -22.7% | +11.4% |
| YTD | -19.8% | +123.5% | -143.3% | -35.0% |
| 1Y | -8.6% | +116.2% | -124.8% | -26.0% |
| 3Y | -24.0% | +351.6% | -375.7% | -56.0% |
| 5Y | -77.1% | +157.5% | -234.6% | -87.3% |
| All | -81.0% | +41.3% | -122.3% | -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