+701.4%
DELL vs PATH
-79.9%
+781.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.4% | +9.3% | +11.4% |
| 7D | +0.4% | -2.7% | +3.1% | +0.9% |
| 30D | -35.1% | -1.4% | -33.8% | -34.9% |
| 3M | -15.1% | -16.4% | +1.3% | -13.3% |
| 6M | +51.7% | +23.3% | +28.5% | +44.4% |
| YTD | +200.0% | -19.8% | +219.8% | +203.6% |
| 1Y | +172.1% | -8.6% | +180.7% | +167.8% |
| 3Y | +431.2% | -24.0% | +455.3% | +413.4% |
| 5Y | +633.1% | -77.1% | +710.2% | +627.6% |
| All | +701.4% | -79.9% | +781.4% | +702.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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