-6.1%
PATH vs DASH
+152.1%
-158.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -4.6% | -12.0% | -14.2% |
| 7D | -16.3% | -10.6% | -5.7% | -11.0% |
| 30D | +9.9% | +2.2% | +7.8% | +8.8% |
| 3M | +30.2% | +32.3% | -2.1% | +12.3% |
| 6M | +37.2% | +19.1% | +18.1% | +24.5% |
| YTD | -7.3% | -6.5% | -0.8% | -5.4% |
| 1Y | +40.0% | -14.9% | +54.9% | +48.0% |
| All | -6.1% | +152.1% | -158.2% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling