-81.2%
PATH vs DBX
+34.1%
-115.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +2.7% |
| 7D | -5.3% | -4.4% | -0.9% | -1.5% |
| 30D | -0.5% | +4.8% | -5.3% | -4.6% |
| 3M | -7.1% | +0.3% | -7.5% | -7.2% |
| 6M | +23.8% | +40.4% | -16.6% | -10.0% |
| YTD | -20.7% | +24.7% | -45.4% | -35.4% |
| 1Y | -8.1% | +20.9% | -29.0% | -24.0% |
| 3Y | -21.8% | +34.5% | -56.3% | -47.8% |
| 5Y | -76.8% | +24.6% | -101.5% | -84.2% |
| All | -81.2% | +34.1% | -115.2% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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