-81.2%
PATH vs ROP
+15.4%
-96.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +2.6% |
| 7D | -5.3% | +2.1% | -7.5% | -7.4% |
| 30D | -0.5% | +32.9% | -33.5% | -24.9% |
| 3M | -7.1% | +20.0% | -27.2% | -21.8% |
| 6M | +23.8% | +36.4% | -12.6% | -7.8% |
| YTD | -20.7% | +7.8% | -28.5% | -26.7% |
| 1Y | -8.1% | +8.0% | -16.1% | -15.3% |
| 3Y | -21.8% | -3.5% | -18.3% | -20.6% |
| 5Y | -76.8% | +1.5% | -78.3% | -79.3% |
| All | -81.2% | +15.4% | -96.5% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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