+360.1%
DELL vs PATH
-24.3%
+384.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -3.7% | -11.2% | -14.2% |
| 7D | -33.4% | -5.6% | -27.8% | -32.6% |
| 30D | -44.7% | -0.7% | -44.0% | -44.6% |
| 3M | -31.4% | -5.9% | -25.6% | -31.5% |
| 6M | +46.9% | +21.6% | +25.4% | +38.3% |
| YTD | +154.4% | -20.6% | +175.0% | +159.2% |
| 1Y | +110.1% | -10.6% | +120.7% | +106.5% |
| All | +360.1% | -24.3% | +384.4% | +369.6% |
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 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