+18.3%
DIS vs PATH
+26.6%
-8.2%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +4.0% |
| 7D | +9.1% | -4.8% | +13.9% | +9.4% |
| 30D | +14.8% | +2.7% | +12.1% | +14.5% |
| 3M | +21.2% | -4.2% | +25.3% | +20.7% |
| 6M | +18.3% | +24.7% | -6.4% | +14.6% |
| All | +18.3% | +26.6% | -8.2% | +14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling