+1,085.7%
DELL vs PATH
-76.4%
+1,162.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -16.6% | +18.1% | +4.4% |
| 7D | +14.9% | -16.3% | +31.2% | +18.1% |
| 30D | +13.3% | +9.9% | +3.4% | +10.7% |
| 3M | +24.4% | +30.2% | -5.8% | +17.1% |
| 6M | +258.0% | +37.2% | +220.8% | +231.6% |
| YTD | +320.2% | -7.3% | +327.5% | +316.2% |
| 1Y | +319.1% | +40.0% | +279.1% | +277.8% |
| 3Y | +706.5% | -4.4% | +710.9% | +646.5% |
| All | +1,085.7% | -76.4% | +1,162.1% | +1,067.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling