-81.1%
PATH vs ROL
+18.2%
-99.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -4.0% |
| 7D | -5.6% | +11.7% | -17.3% | -9.0% |
| 30D | -0.7% | +27.7% | -28.4% | -8.6% |
| 3M | -5.9% | +3.7% | -9.5% | -7.3% |
| 6M | +21.6% | -27.8% | +49.4% | +34.6% |
| YTD | -20.6% | -34.7% | +14.1% | -9.4% |
| 1Y | -10.6% | -34.1% | +23.5% | +1.6% |
| 3Y | -24.9% | +5.9% | -30.8% | -34.1% |
| 5Y | -76.8% | +15.6% | -92.5% | -81.8% |
| All | -81.1% | +18.2% | -99.3% | -85.4% |
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