-78.0%
PATH vs ROST
+95.3%
-173.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.2% | -16.4% |
| 7D | -16.3% | +0.9% | -17.2% | -16.7% |
| 30D | +9.9% | -8.9% | +18.8% | +15.3% |
| 3M | +30.2% | -0.8% | +31.0% | +29.9% |
| 6M | +37.2% | +8.5% | +28.7% | +28.3% |
| YTD | -7.3% | +28.6% | -35.9% | -22.6% |
| 1Y | +40.0% | +52.3% | -12.3% | +4.0% |
| 3Y | -4.4% | +94.8% | -99.2% | -41.2% |
| 5Y | -76.0% | +110.8% | -186.8% | -87.6% |
| All | -78.0% | +95.3% | -173.2% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling