-79.7%
PATH vs OSCR
+45.3%
-125.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +2.4% | -10.1% | -8.3% |
| 7D | -22.8% | +10.7% | -33.4% | -24.5% |
| 30D | -6.9% | +18.3% | -25.2% | -10.6% |
| 3M | +25.4% | +20.5% | +4.9% | +19.5% |
| 6M | +18.1% | +138.5% | -120.4% | -4.3% |
| YTD | -14.5% | +129.7% | -144.2% | -30.7% |
| 1Y | +18.7% | +62.8% | -44.0% | +1.8% |
| 3Y | -24.2% | +411.8% | -436.0% | -57.4% |
| 5Y | -75.2% | +99.9% | -175.1% | -86.0% |
| All | -79.7% | +45.3% | -125.0% | -88.8% |
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