-81.2%
PATH vs OTIS
+22.5%
-103.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.4% |
| 7D | -5.3% | +4.2% | -9.6% | -7.9% |
| 30D | -0.5% | +20.1% | -20.6% | -12.2% |
| 3M | -7.1% | +7.6% | -14.7% | -12.1% |
| 6M | +23.8% | +4.2% | +19.6% | +19.3% |
| YTD | -20.7% | -8.1% | -12.6% | -17.5% |
| 1Y | -8.1% | -11.5% | +3.4% | -1.6% |
| 3Y | -21.8% | +3.8% | -25.6% | -34.0% |
| 5Y | -76.8% | +5.0% | -81.8% | -81.1% |
| All | -81.2% | +22.5% | -103.6% | -85.9% |
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