-81.1%
PATH vs OWL
+26.1%
-107.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.1% | +3.4% | +0.3% |
| 7D | -5.6% | -5.0% | -0.6% | -3.0% |
| 30D | -0.7% | +9.0% | -9.7% | -6.2% |
| 3M | -5.9% | -12.7% | +6.9% | +1.0% |
| 6M | +21.6% | -4.0% | +25.6% | +22.3% |
| YTD | -20.6% | -29.6% | +9.0% | -6.3% |
| 1Y | -10.6% | -31.9% | +21.4% | +7.8% |
| 3Y | -24.9% | -13.1% | -11.8% | -29.1% |
| 5Y | -76.8% | -27.0% | -49.8% | -79.0% |
| All | -81.1% | +26.1% | -107.2% | -83.8% |
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