-80.4%
PATH vs DD
+76.7%
-157.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.9% |
| 7D | -4.8% | +8.7% | -13.5% | -9.4% |
| 30D | +2.7% | +15.3% | -12.7% | -5.5% |
| 3M | -4.2% | +5.9% | -10.1% | -8.0% |
| 6M | +24.7% | +11.6% | +13.2% | +14.3% |
| YTD | -17.6% | +26.5% | -44.1% | -32.5% |
| 1Y | -5.3% | +35.4% | -40.7% | -26.0% |
| 3Y | -22.0% | +82.7% | -104.7% | -53.2% |
| 5Y | -76.5% | +66.3% | -142.8% | -85.3% |
| All | -80.4% | +76.7% | -157.1% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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