-81.1%
PATH vs ROP
+18.8%
-100.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.5% |
| 7D | -5.6% | +9.2% | -14.8% | -13.2% |
| 30D | -0.7% | +35.5% | -36.2% | -26.2% |
| 3M | -5.9% | +24.4% | -30.3% | -23.3% |
| 6M | +21.6% | +38.0% | -16.5% | -10.4% |
| YTD | -20.6% | +11.1% | -31.7% | -28.6% |
| 1Y | -10.6% | +10.9% | -21.5% | -19.5% |
| 3Y | -24.9% | -0.5% | -24.4% | -25.8% |
| 5Y | -76.8% | +4.5% | -81.3% | -79.9% |
| All | -81.1% | +18.8% | -100.0% | -82.8% |
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