-78.0%
PATH vs OTIS
+10.5%
-88.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.3% | -16.4% |
| 7D | -16.3% | -0.7% | -15.6% | -15.9% |
| 30D | +9.9% | -2.0% | +11.9% | +11.1% |
| 3M | +30.2% | +2.6% | +27.6% | +27.2% |
| 6M | +37.2% | -20.9% | +58.1% | +60.2% |
| YTD | -7.3% | -17.1% | +9.8% | +3.6% |
| 1Y | +40.0% | -15.9% | +55.9% | +53.7% |
| 3Y | -4.4% | -12.7% | +8.3% | -6.6% |
| 5Y | -76.0% | -15.7% | -60.3% | -78.5% |
| All | -78.0% | +10.5% | -88.5% | -82.2% |
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