-80.8%
PATH vs DDOG
+119.3%
-200.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +2.1% | +2.9% | -0.8% | +0.6% |
| 30D | +1.6% | -31.6% | +33.2% | +21.4% |
| 3M | -20.4% | -27.0% | +6.5% | -9.3% |
| 6M | +40.1% | -10.3% | +50.4% | +39.3% |
| YTD | -19.0% | +35.4% | -54.5% | -39.3% |
| 1Y | -5.8% | -1.0% | -4.8% | -15.6% |
| 3Y | -22.9% | +76.7% | -99.6% | -54.7% |
| 5Y | -75.3% | -4.6% | -70.7% | -82.3% |
| All | -80.8% | +119.3% | -200.1% | -91.0% |
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