-10.7%
PATH vs ROK
+2.9%
-13.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.2% |
| 7D | -2.3% | -11.0% | +8.7% | -2.0% |
| 30D | -4.8% | -8.2% | +3.4% | -4.5% |
| 3M | -17.7% | -8.5% | -9.2% | -17.4% |
| 6M | +18.9% | -12.0% | +30.9% | +18.3% |
| YTD | -21.7% | +3.1% | -24.8% | -26.1% |
| All | -10.7% | +2.9% | -13.6% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling