-78.0%
PATH vs ROP
-1.4%
-76.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -3.6% | -13.1% | -13.2% |
| 7D | -16.3% | -4.4% | -11.9% | -12.1% |
| 30D | +9.9% | +3.2% | +6.7% | +7.5% |
| 3M | +30.2% | +23.1% | +7.1% | +7.3% |
| 6M | +37.2% | +13.3% | +23.9% | +23.0% |
| YTD | -7.3% | -7.9% | +0.5% | +0.1% |
| 1Y | +40.0% | -22.1% | +62.1% | +76.5% |
| 3Y | -4.4% | -16.8% | +12.4% | +12.7% |
| 5Y | -76.0% | -13.5% | -62.5% | -75.1% |
| All | -78.0% | -1.4% | -76.6% | -75.9% |
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