-78.0%
PATH vs ROK
+80.4%
-158.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.3% | -17.9% | -17.4% |
| 7D | -16.3% | +0.7% | -17.0% | -16.8% |
| 30D | +9.9% | -3.3% | +13.2% | +11.6% |
| 3M | +30.2% | -5.9% | +36.0% | +32.2% |
| 6M | +37.2% | +13.9% | +23.4% | +21.4% |
| YTD | -7.3% | +12.6% | -19.9% | -17.9% |
| 1Y | +40.0% | +28.6% | +11.4% | +13.4% |
| 3Y | -4.4% | +45.1% | -49.5% | -31.7% |
| 5Y | -76.0% | +45.6% | -121.6% | -85.5% |
| All | -78.0% | +80.4% | -158.4% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling