-10.6%
PATH vs D
+22.0%
-32.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.8% |
| 7D | -5.6% | +6.9% | -12.5% | -2.2% |
| 30D | -0.7% | +12.3% | -13.0% | +5.8% |
| 3M | -5.9% | +3.0% | -8.9% | -5.5% |
| 6M | +21.6% | +12.8% | +8.8% | +28.6% |
| YTD | -20.6% | +22.6% | -43.2% | -6.7% |
| 1Y | -10.6% | +21.7% | -32.2% | +5.3% |
| All | -10.6% | +22.0% | -32.6% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling