+136.8%
DELL vs PATH
-11.8%
+148.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.3% | -3.3% |
| 7D | -18.1% | -2.3% | -15.8% | -17.8% |
| 30D | -42.9% | -4.8% | -38.0% | -42.5% |
| 3M | -26.9% | -17.7% | -9.2% | -25.7% |
| 6M | +28.8% | +18.9% | +9.9% | +24.5% |
| YTD | +168.4% | -21.7% | +190.2% | +173.4% |
| 1Y | +136.8% | -9.6% | +146.5% | +130.6% |
| All | +136.8% | -11.8% | +148.6% | +130.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling