-6.1%
PATH vs OUST
+554.0%
-560.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.7% | -18.3% | -16.9% |
| 7D | -16.3% | +5.2% | -21.5% | -17.1% |
| 30D | +9.9% | -19.3% | +29.2% | +13.1% |
| 3M | +30.2% | -22.6% | +52.8% | +30.7% |
| 6M | +37.2% | +62.8% | -25.6% | +15.7% |
| YTD | -7.3% | +68.3% | -75.7% | -23.0% |
| 1Y | +40.0% | +28.5% | +11.5% | +21.5% |
| All | -6.1% | +554.0% | -560.2% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling