+552.2%
DELL vs PATH
-76.8%
+629.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.7% | +3.7% |
| 7D | -22.6% | -5.3% | -17.3% | -21.8% |
| 30D | -43.2% | -0.5% | -42.6% | -43.1% |
| 3M | -24.8% | -7.1% | -17.7% | -24.6% |
| 6M | +38.0% | +23.8% | +14.2% | +30.5% |
| YTD | +163.7% | -20.7% | +184.4% | +167.6% |
| 1Y | +122.5% | -8.1% | +130.6% | +118.2% |
| 3Y | +377.0% | -21.8% | +398.8% | +356.3% |
| All | +552.2% | -76.8% | +629.0% | +599.6% |
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 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