+72.7%
DELL vs PATH
+24.2%
+48.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.9% | -11.7% | -9.0% |
| 7D | -24.6% | -4.8% | -19.8% | -24.3% |
| 30D | -32.5% | +2.7% | -35.1% | -32.5% |
| 3M | -20.2% | -4.2% | -16.0% | -20.9% |
| All | +72.7% | +24.2% | +48.5% | +60.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling