-21.8%
PATH vs ROK
+51.8%
-73.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -14.2% | +10.5% | +1.5% |
| 7D | -5.6% | -15.6% | +10.0% | +0.1% |
| 30D | -0.7% | -15.5% | +14.8% | +5.1% |
| 3M | -5.9% | -15.1% | +9.2% | -0.8% |
| 6M | +21.6% | -12.0% | +33.6% | +23.9% |
| YTD | -20.6% | -1.1% | -19.5% | -24.7% |
| 1Y | -10.6% | +6.5% | -17.1% | -18.7% |
| All | -21.8% | +51.8% | -73.6% | -55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling