-78.0%
PATH vs DBX
+34.7%
-112.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.4% | -14.2% | -14.4% |
| 7D | -16.3% | -2.4% | -13.9% | -14.2% |
| 30D | +9.9% | -0.5% | +10.4% | +10.9% |
| 3M | +30.2% | +28.1% | +2.1% | +5.3% |
| 6M | +37.2% | +33.1% | +4.1% | +5.2% |
| YTD | -7.3% | +25.3% | -32.6% | -24.7% |
| 1Y | +40.0% | +18.3% | +21.7% | +17.8% |
| 3Y | -4.4% | +25.0% | -29.4% | -30.0% |
| 5Y | -76.0% | +7.5% | -83.6% | -82.0% |
| All | -78.0% | +34.7% | -112.7% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling