-80.4%
PATH vs OUST
-59.3%
-21.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +15.7% | -12.8% | -0.7% |
| 7D | -4.8% | -0.2% | -4.6% | -5.0% |
| 30D | +2.7% | -24.0% | +26.6% | +8.2% |
| 3M | -4.2% | -29.9% | +25.7% | +1.3% |
| 6M | +24.7% | +19.1% | +5.6% | +6.5% |
| YTD | -17.6% | +55.0% | -72.6% | -35.8% |
| 1Y | -5.3% | +21.2% | -26.5% | -21.7% |
| 3Y | -22.0% | +626.0% | -648.0% | -70.8% |
| 5Y | -76.5% | -51.6% | -24.9% | -80.3% |
| All | -80.4% | -59.3% | -21.1% | -82.4% |
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