+707.6%
DELL vs PATH
-3.6%
+711.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -16.6% | +18.1% | +4.7% |
| 7D | +14.9% | -16.3% | +31.2% | +18.4% |
| 30D | +13.3% | +9.9% | +3.4% | +10.3% |
| 3M | +24.4% | +30.2% | -5.8% | +16.3% |
| 6M | +258.0% | +37.2% | +220.8% | +228.4% |
| YTD | +320.2% | -7.3% | +327.5% | +316.9% |
| 1Y | +319.1% | +40.0% | +279.1% | +269.1% |
| All | +707.6% | -3.6% | +711.2% | +658.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling