-34.0%
DIS vs PATH
-80.1%
+46.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -0.9% |
| 7D | +5.7% | -5.6% | +11.3% | +6.5% |
| 30D | +12.7% | -0.7% | +13.4% | +12.7% |
| 3M | +15.2% | -5.9% | +21.1% | +15.3% |
| 6M | +17.6% | +21.6% | -4.0% | +12.5% |
| YTD | +3.8% | -20.6% | +24.4% | +5.0% |
| 1Y | +6.8% | -10.6% | +17.4% | +5.3% |
| 3Y | +42.1% | -24.9% | +67.0% | +35.5% |
| 5Y | -31.2% | -76.8% | +45.7% | -32.8% |
| All | -34.0% | -80.1% | +46.2% | -35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling