-81.1%
PATH vs DASH
+25.2%
-106.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.4% | +5.7% | +1.5% |
| 7D | -5.6% | +0.5% | -6.1% | -6.5% |
| 30D | -0.7% | -7.1% | +6.4% | +2.2% |
| 3M | -5.9% | -13.2% | +7.3% | +0.6% |
| 6M | +21.6% | +8.3% | +13.3% | +14.2% |
| YTD | -20.6% | -20.6% | -0.1% | -11.8% |
| 1Y | -10.6% | -24.4% | +13.8% | +0.3% |
| 3Y | -24.9% | +94.5% | -119.4% | -53.5% |
| 5Y | -76.8% | -9.4% | -67.4% | -83.1% |
| All | -81.1% | +25.2% | -106.3% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 10y: compounded portfolio wealth divided by compounded DASH 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…
10y analysis · Full analysis span regression · 6 months rolling