-81.1%
PATH vs OTIS
+23.3%
-104.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | -5.6% | +6.5% | -12.1% | -9.5% |
| 30D | -0.7% | +19.6% | -20.3% | -12.1% |
| 3M | -5.9% | +9.4% | -15.3% | -11.9% |
| 6M | +21.6% | +6.4% | +15.2% | +15.5% |
| YTD | -20.6% | -7.5% | -13.2% | -17.8% |
| 1Y | -10.6% | -11.0% | +0.4% | -4.7% |
| 3Y | -24.9% | +5.2% | -30.0% | -37.3% |
| 5Y | -76.8% | +5.7% | -82.5% | -81.2% |
| All | -81.1% | +23.3% | -104.5% | -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 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