-77.0%
PATH vs OTIS
+4.5%
-81.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.4% |
| 7D | -5.3% | +4.2% | -9.6% | -8.1% |
| 30D | -0.5% | +20.1% | -20.6% | -12.8% |
| 3M | -7.1% | +7.6% | -14.7% | -12.4% |
| 6M | +23.8% | +4.2% | +19.6% | +19.1% |
| YTD | -20.7% | -8.1% | -12.6% | -17.3% |
| 1Y | -8.1% | -11.5% | +3.4% | -1.1% |
| 3Y | -21.8% | +3.8% | -25.6% | -36.5% |
| All | -77.0% | +4.5% | -81.5% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling