-80.4%
PATH vs DASH
+38.2%
-118.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.4% | -1.8% |
| 7D | -4.8% | +17.2% | -22.0% | -13.5% |
| 30D | +2.7% | +3.6% | -0.9% | -0.4% |
| 3M | -4.2% | -1.9% | -2.3% | -4.3% |
| 6M | +24.7% | +15.1% | +9.7% | +13.5% |
| YTD | -17.6% | -12.3% | -5.3% | -13.1% |
| 1Y | -5.3% | -17.2% | +11.9% | +1.1% |
| 3Y | -22.0% | +114.7% | -136.7% | -54.2% |
| 5Y | -76.5% | -4.3% | -72.2% | -83.6% |
| All | -80.4% | +38.2% | -118.6% | -88.0% |
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