-77.0%
PATH vs OXY
+78.7%
-155.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.3% | -11.9% | +6.6% | -2.8% |
| 30D | -0.5% | -3.1% | +2.6% | 0.0% |
| 3M | -7.1% | +1.1% | -8.2% | -7.6% |
| 6M | +23.8% | +3.2% | +20.6% | +22.1% |
| YTD | -20.7% | +39.0% | -59.7% | -27.7% |
| 1Y | -8.1% | +42.7% | -50.7% | -16.7% |
| 3Y | -21.8% | -3.5% | -18.3% | -24.2% |
| All | -77.0% | +78.7% | -155.7% | -80.7% |
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