-81.2%
PATH vs DDOG
+113.2%
-194.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -1.4% |
| 7D | -5.3% | -23.9% | +18.6% | +7.9% |
| 30D | -0.5% | -34.0% | +33.5% | +20.8% |
| 3M | -7.1% | -21.9% | +14.8% | +1.8% |
| 6M | +23.8% | +24.6% | -0.8% | -1.1% |
| YTD | -20.7% | +31.7% | -52.3% | -39.7% |
| 1Y | -8.1% | -6.2% | -1.9% | -15.2% |
| 3Y | -21.8% | +125.1% | -146.9% | -61.7% |
| 5Y | -76.8% | -3.5% | -73.4% | -83.4% |
| All | -81.2% | +113.2% | -194.4% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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