-81.2%
PATH vs OSCR
+34.9%
-116.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.6% | +7.5% | +1.6% |
| 7D | -5.3% | +0.9% | -6.2% | -5.7% |
| 30D | -0.5% | -6.9% | +6.3% | +0.7% |
| 3M | -7.1% | +15.5% | -22.6% | -10.6% |
| 6M | +23.8% | +54.5% | -30.7% | +10.6% |
| YTD | -20.7% | +113.3% | -134.0% | -34.9% |
| 1Y | -8.1% | +85.1% | -93.1% | -23.2% |
| 3Y | -21.8% | +436.8% | -458.6% | -57.0% |
| 5Y | -76.8% | +80.3% | -157.1% | -86.7% |
| All | -81.2% | +34.9% | -116.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling