-80.4%
PATH vs ROL
+17.0%
-97.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.0% |
| 7D | -4.8% | +14.6% | -19.4% | -9.1% |
| 30D | +2.7% | +29.3% | -26.6% | -5.9% |
| 3M | -4.2% | +2.0% | -6.2% | -5.1% |
| 6M | +24.7% | -28.5% | +53.3% | +38.6% |
| YTD | -17.6% | -35.3% | +17.8% | -5.6% |
| 1Y | -5.3% | -34.7% | +29.4% | +7.9% |
| 3Y | -22.0% | +4.9% | -26.9% | -31.4% |
| 5Y | -76.5% | +13.2% | -89.7% | -81.4% |
| All | -80.4% | +17.0% | -97.4% | -84.8% |
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