-77.4%
PATH vs ROK
+25.9%
-103.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.7% | -2.1% |
| 7D | -2.7% | -11.5% | +8.8% | +3.4% |
| 30D | -3.7% | -10.0% | +6.3% | +1.0% |
| 3M | -13.8% | -11.4% | -2.3% | -9.2% |
| 6M | +20.3% | -13.7% | +34.0% | +26.2% |
| YTD | -20.8% | +1.0% | -21.8% | -26.8% |
| 1Y | -9.2% | +5.6% | -14.9% | -18.7% |
| 3Y | -21.8% | +59.1% | -80.8% | -51.1% |
| 5Y | -77.4% | +26.1% | -103.5% | -85.8% |
| All | -77.4% | +25.9% | -103.3% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling