-21.8%
PATH vs OTIS
+5.4%
-27.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | -5.6% | +6.5% | -12.1% | -7.2% |
| 30D | -0.7% | +19.6% | -20.3% | -5.6% |
| 3M | -5.9% | +9.4% | -15.3% | -8.3% |
| 6M | +21.6% | +6.4% | +15.2% | +19.5% |
| YTD | -20.6% | -7.5% | -13.2% | -18.6% |
| 1Y | -10.6% | -11.0% | +0.4% | -6.8% |
| All | -21.8% | +5.4% | -27.1% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling