-78.0%
PATH vs OWL
+49.8%
-127.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.8% | -15.9% | -16.2% |
| 7D | -16.3% | -2.2% | -14.1% | -15.2% |
| 30D | +9.9% | +3.7% | +6.2% | +7.8% |
| 3M | +30.2% | +17.5% | +12.6% | +18.2% |
| 6M | +37.2% | +18.5% | +18.7% | +21.9% |
| YTD | -7.3% | -16.3% | +9.0% | +0.1% |
| 1Y | +40.0% | -29.7% | +69.7% | +66.0% |
| 3Y | -4.4% | +14.2% | -18.6% | -23.0% |
| 5Y | -76.0% | +2.5% | -78.5% | -80.5% |
| All | -78.0% | +49.8% | -127.8% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 all: compounded portfolio wealth divided by compounded OWL 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…
all analysis · Full analysis span regression · 6 months rolling