-41.1%
DIS vs PATH
-76.4%
+35.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -16.6% | +14.9% | +0.8% |
| 7D | -2.6% | -16.3% | +13.7% | -0.1% |
| 30D | +3.5% | +9.9% | -6.4% | +1.4% |
| 3M | +6.8% | +30.2% | -23.3% | +1.5% |
| 6M | +3.0% | +37.2% | -34.2% | -3.7% |
| YTD | -6.7% | -7.3% | +0.6% | -7.6% |
| 1Y | -10.1% | +40.0% | -50.1% | -18.9% |
| 3Y | +33.0% | -4.4% | +37.4% | +20.6% |
| All | -41.1% | -76.4% | +35.3% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling