-10.6%
PATH vs OUST
-1.5%
-9.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.0% | +5.3% | -2.8% |
| 7D | -5.6% | -5.0% | -0.5% | -5.2% |
| 30D | -0.7% | -32.0% | +31.4% | +2.5% |
| 3M | -5.9% | -32.4% | +26.5% | -3.1% |
| 6M | +21.6% | +6.7% | +14.9% | +10.3% |
| YTD | -20.6% | +41.0% | -61.7% | -37.5% |
| 1Y | -10.6% | +18.0% | -28.6% | -21.9% |
| All | -10.6% | -1.5% | -9.0% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling