-81.1%
PATH vs OUST
-63.0%
-18.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.0% | +5.3% | -1.7% |
| 7D | -5.6% | -5.0% | -0.5% | -4.8% |
| 30D | -0.7% | -32.0% | +31.4% | +7.3% |
| 3M | -5.9% | -32.4% | +26.5% | +0.3% |
| 6M | +21.6% | +6.7% | +14.9% | +6.4% |
| YTD | -20.6% | +41.0% | -61.7% | -36.9% |
| 1Y | -10.6% | +18.0% | -28.6% | -25.7% |
| 3Y | -24.9% | +560.6% | -585.5% | -71.3% |
| 5Y | -76.8% | -55.1% | -21.7% | -80.2% |
| All | -81.1% | -63.0% | -18.1% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling