-80.4%
PATH vs ROK
+84.6%
-165.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.2% |
| 7D | -4.8% | 0.0% | -4.8% | -4.9% |
| 30D | +2.7% | -2.5% | +5.1% | +3.8% |
| 3M | -4.2% | 0.0% | -4.2% | -5.0% |
| 6M | +24.7% | +11.6% | +13.2% | +12.6% |
| YTD | -17.6% | +15.2% | -32.8% | -28.2% |
| 1Y | -5.3% | +25.0% | -30.3% | -22.1% |
| 3Y | -22.0% | +76.8% | -98.8% | -52.0% |
| 5Y | -76.5% | +41.2% | -117.7% | -85.7% |
| All | -80.4% | +84.6% | -165.0% | -87.5% |
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