-80.4%
PATH vs OTIS
+23.8%
-104.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.0% | +0.4% |
| 7D | -4.8% | +9.5% | -14.3% | -10.4% |
| 30D | +2.7% | +21.1% | -18.5% | -9.8% |
| 3M | -4.2% | +9.0% | -13.2% | -10.1% |
| 6M | +24.7% | +6.4% | +18.3% | +18.5% |
| YTD | -17.6% | -7.1% | -10.5% | -14.9% |
| 1Y | -5.3% | -10.1% | +4.8% | +0.2% |
| 3Y | -22.0% | +5.6% | -27.6% | -35.0% |
| 5Y | -76.5% | +5.9% | -82.4% | -81.0% |
| All | -80.4% | +23.8% | -104.2% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling