-77.0%
PATH vs ROST
+103.5%
-180.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.9% |
| 7D | -5.3% | +1.2% | -6.5% | -6.1% |
| 30D | -0.5% | +2.5% | -3.0% | -2.3% |
| 3M | -7.1% | -9.0% | +1.8% | -2.6% |
| 6M | +23.8% | +1.3% | +22.5% | +20.4% |
| YTD | -20.7% | +29.1% | -49.7% | -35.1% |
| 1Y | -8.1% | +45.4% | -53.5% | -31.0% |
| 3Y | -21.8% | +94.9% | -116.7% | -54.4% |
| All | -77.0% | +103.5% | -180.5% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling