-78.0%
PATH vs ROIV
+256.4%
-334.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.5% | -18.1% | -17.0% |
| 7D | -16.3% | +0.6% | -16.9% | -16.5% |
| 30D | +9.9% | +1.0% | +9.0% | +9.5% |
| 3M | +30.2% | +18.3% | +11.9% | +24.6% |
| 6M | +37.2% | +18.3% | +18.9% | +30.7% |
| YTD | -7.3% | +61.0% | -68.3% | -18.4% |
| 1Y | +40.0% | +177.9% | -137.9% | +8.0% |
| 3Y | -4.4% | +199.1% | -203.5% | -29.1% |
| 5Y | -76.0% | +250.7% | -326.7% | -86.0% |
| All | -78.0% | +256.4% | -334.4% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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