-81.2%
PATH vs ROK
+56.3%
-137.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.7% |
| 7D | -5.3% | -13.8% | +8.5% | +1.9% |
| 30D | -0.5% | -14.9% | +14.4% | +7.5% |
| 3M | -7.1% | -14.7% | +7.5% | -0.3% |
| 6M | +23.8% | -17.7% | +41.5% | +33.1% |
| YTD | -20.7% | -2.5% | -18.2% | -24.9% |
| 1Y | -8.1% | +2.3% | -10.3% | -15.8% |
| 3Y | -21.8% | +52.7% | -74.6% | -48.6% |
| 5Y | -76.8% | +20.5% | -97.4% | -84.7% |
| All | -81.2% | +56.3% | -137.5% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling