-81.0%
PATH vs OTIS
+20.2%
-101.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.9% |
| 7D | -2.7% | -2.9% | +0.1% | -0.9% |
| 30D | -1.4% | +16.1% | -17.5% | -10.9% |
| 3M | -16.4% | +6.7% | -23.2% | -20.5% |
| 6M | +23.3% | +6.0% | +17.3% | +17.2% |
| YTD | -19.8% | -9.8% | -10.0% | -15.6% |
| 1Y | -8.6% | -12.3% | +3.8% | -1.7% |
| 3Y | -24.0% | -0.2% | -23.8% | -33.6% |
| 5Y | -77.1% | +1.0% | -78.1% | -81.0% |
| All | -81.0% | +20.2% | -101.2% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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