-80.4%
PATH vs ROP
+19.1%
-99.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.0% | -0.7% |
| 7D | -4.8% | +11.7% | -16.5% | -14.4% |
| 30D | +2.7% | +35.5% | -32.8% | -23.7% |
| 3M | -4.2% | +25.3% | -29.5% | -22.5% |
| 6M | +24.7% | +38.9% | -14.2% | -8.6% |
| YTD | -17.6% | +11.4% | -28.9% | -26.0% |
| 1Y | -5.3% | +10.3% | -15.7% | -14.4% |
| 3Y | -22.0% | -0.2% | -21.8% | -23.2% |
| 5Y | -76.5% | +4.1% | -80.6% | -79.6% |
| All | -80.4% | +19.1% | -99.6% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling