-6.1%
PATH vs ROP
-16.7%
+10.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.6% |
| 3M | +30.2% | +23.1% | +7.1% | +7.5% |
| 6M | +37.2% | +13.3% | +23.9% | +23.0% |
| YTD | -7.3% | -7.9% | +0.5% | -0.2% |
| 1Y | +40.0% | -22.1% | +62.1% | +76.4% |
| All | -6.1% | -16.7% | +10.6% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling