-81.2%
PATH vs ROL
+15.7%
-96.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.6% |
| 7D | -5.3% | +9.5% | -14.8% | -8.2% |
| 30D | -0.5% | +22.9% | -23.5% | -7.3% |
| 3M | -7.1% | +3.5% | -10.7% | -8.5% |
| 6M | +23.8% | -29.4% | +53.2% | +38.1% |
| YTD | -20.7% | -36.1% | +15.4% | -8.9% |
| 1Y | -8.1% | -34.4% | +26.3% | +4.5% |
| 3Y | -21.8% | +4.0% | -25.8% | -31.1% |
| 5Y | -76.8% | +13.2% | -90.1% | -81.7% |
| All | -81.2% | +15.7% | -96.9% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling