-81.1%
PATH vs ROKU
-53.1%
-28.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.0% |
| 7D | -5.6% | +2.6% | -8.2% | -6.7% |
| 30D | -0.7% | +5.5% | -6.2% | -3.1% |
| 3M | -5.9% | +9.1% | -15.0% | -9.4% |
| 6M | +21.6% | +28.9% | -7.3% | +7.2% |
| YTD | -20.6% | +47.8% | -68.4% | -35.0% |
| 1Y | -10.6% | +51.8% | -62.3% | -28.1% |
| 3Y | -24.9% | +89.2% | -114.1% | -51.5% |
| 5Y | -76.8% | -42.4% | -34.4% | -80.0% |
| All | -81.1% | -53.1% | -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