-81.2%
PATH vs ROKU
-53.0%
-28.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -5.3% | +3.5% | -8.8% | -6.8% |
| 30D | -0.5% | +5.1% | -5.6% | -2.8% |
| 3M | -7.1% | +7.0% | -14.1% | -9.8% |
| 6M | +23.8% | +25.4% | -1.6% | +10.6% |
| YTD | -20.7% | +48.0% | -68.6% | -35.1% |
| 1Y | -8.1% | +53.1% | -61.2% | -26.3% |
| 3Y | -21.8% | +92.7% | -114.5% | -50.0% |
| 5Y | -76.8% | -42.4% | -34.5% | -80.1% |
| All | -81.2% | -53.0% | -28.1% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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