-78.0%
PATH vs DAR
-4.4%
-73.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.8% | -16.3% |
| 7D | -16.3% | +1.4% | -17.7% | -16.7% |
| 30D | +9.9% | +12.8% | -2.9% | +4.8% |
| 3M | +30.2% | +7.4% | +22.8% | +25.7% |
| 6M | +37.2% | +22.3% | +15.0% | +25.8% |
| YTD | -7.3% | +81.1% | -88.4% | -27.5% |
| 1Y | +40.0% | +106.5% | -66.5% | +2.8% |
| 3Y | -4.4% | +5.3% | -9.7% | -9.8% |
| 5Y | -76.0% | -11.5% | -64.5% | -76.1% |
| All | -78.0% | -4.4% | -73.6% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 all: compounded portfolio wealth divided by compounded DAR 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…
all analysis · Full analysis span regression · 6 months rolling