+33.8%
DIS vs PATH
-3.6%
+37.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -16.6% | +14.9% | -0.2% |
| 7D | -2.6% | -16.3% | +13.7% | -1.1% |
| 30D | +3.5% | +9.9% | -6.4% | +2.2% |
| 3M | +6.8% | +30.2% | -23.3% | +3.5% |
| 6M | +3.0% | +37.2% | -34.2% | -1.1% |
| YTD | -6.7% | -7.3% | +0.6% | -7.3% |
| 1Y | -10.1% | +40.0% | -50.1% | -15.9% |
| All | +33.8% | -3.6% | +37.3% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling