-78.0%
PATH vs OUST
-55.8%
-22.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.7% | -18.3% | -17.0% |
| 7D | -16.3% | +5.2% | -21.5% | -17.4% |
| 30D | +9.9% | -19.3% | +29.2% | +14.4% |
| 3M | +30.2% | -22.6% | +52.8% | +30.5% |
| 6M | +37.2% | +62.8% | -25.6% | +8.7% |
| YTD | -7.3% | +68.3% | -75.7% | -28.0% |
| 1Y | +40.0% | +28.5% | +11.5% | +14.6% |
| 3Y | -4.4% | +554.0% | -558.4% | -62.3% |
| 5Y | -76.0% | -56.2% | -19.8% | -79.1% |
| All | -78.0% | -55.8% | -22.1% | -80.3% |
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