-78.0%
PATH vs ROL
+9.3%
-87.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.4% | -17.1% | -16.8% |
| 7D | -16.3% | -1.4% | -14.9% | -16.0% |
| 30D | +9.9% | -4.1% | +14.0% | +11.3% |
| 3M | +30.2% | -22.5% | +52.7% | +41.1% |
| 6M | +37.2% | -37.7% | +74.9% | +59.7% |
| YTD | -7.3% | -39.6% | +32.3% | +8.7% |
| 1Y | +40.0% | -36.0% | +76.0% | +59.3% |
| 3Y | -4.4% | -5.1% | +0.7% | -12.8% |
| 5Y | -76.0% | -3.4% | -72.7% | -80.3% |
| All | -78.0% | +9.3% | -87.3% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling