-78.0%
PATH vs OXY
+186.4%
-264.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.7% | -16.4% |
| 7D | -16.3% | +1.6% | -17.9% | -16.5% |
| 30D | +9.9% | +11.6% | -1.7% | +7.6% |
| 3M | +30.2% | +2.8% | +27.4% | +29.1% |
| 6M | +37.2% | +13.0% | +24.2% | +32.9% |
| YTD | -7.3% | +47.4% | -54.7% | -15.4% |
| 1Y | +40.0% | +31.5% | +8.5% | +30.7% |
| 3Y | -4.4% | -1.9% | -2.5% | -7.3% |
| 5Y | -76.0% | +148.0% | -224.0% | -79.3% |
| All | -78.0% | +186.4% | -264.4% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling