-80.8%
PATH vs DBX
+29.7%
-110.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +2.1% | -3.3% | +5.3% | +4.8% |
| 30D | +1.6% | -5.9% | +7.5% | +7.0% |
| 3M | -20.4% | -6.7% | -13.8% | -15.6% |
| 6M | +40.1% | +28.0% | +12.1% | +13.2% |
| YTD | -19.0% | +20.6% | -39.6% | -32.3% |
| 1Y | -5.8% | +10.3% | -16.1% | -15.2% |
| 3Y | -22.9% | +24.0% | -47.0% | -44.2% |
| 5Y | -75.3% | +24.2% | -99.5% | -82.9% |
| All | -80.8% | +29.7% | -110.5% | -87.9% |
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