-76.8%
PATH vs ROK
+20.4%
-97.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -14.2% | +10.5% | +4.1% |
| 7D | -5.6% | -15.6% | +10.0% | +3.0% |
| 30D | -0.7% | -15.5% | +14.8% | +8.0% |
| 3M | -5.9% | -15.1% | +9.2% | +1.6% |
| 6M | +21.6% | -12.0% | +33.6% | +25.4% |
| YTD | -20.6% | -1.1% | -19.5% | -25.7% |
| 1Y | -10.6% | +6.5% | -17.1% | -20.7% |
| 3Y | -24.9% | +51.8% | -76.7% | -51.4% |
| 5Y | -76.8% | +22.2% | -99.0% | -85.1% |
| All | -76.8% | +20.4% | -97.3% | -85.1% |
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