+579.7%
DELL vs PATH
-80.1%
+659.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -3.7% | -11.2% | -14.3% |
| 7D | -33.4% | -5.6% | -27.8% | -32.7% |
| 30D | -44.7% | -0.7% | -44.0% | -44.6% |
| 3M | -31.4% | -5.9% | -25.6% | -31.4% |
| 6M | +46.9% | +21.6% | +25.4% | +40.0% |
| YTD | +154.4% | -20.6% | +175.0% | +157.8% |
| 1Y | +110.1% | -10.6% | +120.7% | +107.5% |
| 3Y | +376.4% | -24.9% | +401.2% | +360.8% |
| 5Y | +519.8% | -76.8% | +596.7% | +515.8% |
| All | +579.7% | -80.1% | +659.8% | +581.8% |
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