-21.8%
PATH vs ROL
+6.1%
-27.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -3.8% |
| 7D | -5.6% | +11.7% | -17.3% | -6.8% |
| 30D | -0.7% | +27.7% | -28.4% | -3.6% |
| 3M | -5.9% | +3.7% | -9.5% | -6.6% |
| 6M | +21.6% | -27.8% | +49.4% | +24.3% |
| YTD | -20.6% | -34.7% | +14.1% | -17.9% |
| 1Y | -10.6% | -34.1% | +23.5% | -7.6% |
| All | -21.8% | +6.1% | -27.8% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling