-75.7%
PATH vs OXY
+150.6%
-226.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.7% | -16.4% |
| 7D | -16.3% | +1.6% | -17.9% | -16.6% |
| 30D | +9.9% | +11.6% | -1.7% | +7.3% |
| 3M | +30.2% | +2.8% | +27.4% | +28.9% |
| 6M | +37.2% | +13.0% | +24.2% | +32.4% |
| YTD | -7.3% | +47.4% | -54.7% | -16.5% |
| 1Y | +40.0% | +31.5% | +8.5% | +29.5% |
| 3Y | -4.4% | -1.9% | -2.5% | -7.6% |
| All | -75.7% | +150.6% | -226.2% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 5y: compounded portfolio wealth divided by compounded OXY 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…
5y analysis · Full analysis span regression · 6 months rolling