-81.4%
PATH vs DBX
+25.3%
-106.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | -2.3% | -7.3% | +5.0% | +4.2% |
| 30D | -4.8% | -5.7% | +0.9% | 0.0% |
| 3M | -17.7% | -6.3% | -11.4% | -12.8% |
| 6M | +18.9% | +12.1% | +6.8% | +7.4% |
| YTD | -21.7% | +16.5% | -38.3% | -32.5% |
| 1Y | -9.6% | +6.1% | -15.7% | -15.7% |
| 3Y | -25.8% | +21.8% | -47.6% | -45.6% |
| 5Y | -77.1% | +19.1% | -96.2% | -83.6% |
| All | -81.4% | +25.3% | -106.7% | -88.0% |
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