-80.8%
PATH vs ROST
+96.5%
-177.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.6% |
| 7D | +2.1% | +0.3% | +1.8% | +1.9% |
| 30D | +1.6% | +0.5% | +1.1% | +1.0% |
| 3M | -20.4% | -5.2% | -15.2% | -18.6% |
| 6M | +40.1% | +9.8% | +30.3% | +30.4% |
| YTD | -19.0% | +29.4% | -48.4% | -32.9% |
| 1Y | -5.8% | +44.4% | -50.2% | -27.5% |
| 3Y | -22.9% | +95.0% | -117.9% | -52.9% |
| 5Y | -75.3% | +111.9% | -187.1% | -87.2% |
| All | -80.8% | +96.5% | -177.2% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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