+698.6%
DELL vs PATH
-79.4%
+778.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.9% | -11.7% | -9.3% |
| 7D | -24.6% | -4.8% | -19.8% | -24.0% |
| 30D | -32.5% | +2.7% | -35.1% | -32.8% |
| 3M | -20.2% | -4.2% | -16.0% | -20.5% |
| 6M | +76.5% | +24.7% | +51.7% | +67.3% |
| YTD | +198.9% | -17.6% | +216.5% | +200.8% |
| 1Y | +143.3% | -5.3% | +148.7% | +137.7% |
| 3Y | +459.7% | -22.0% | +481.7% | +437.6% |
| 5Y | +652.2% | -76.5% | +728.7% | +642.3% |
| All | +698.6% | -79.4% | +778.0% | +695.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling