-76.8%
PATH vs DDOG
-9.9%
-66.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.5% | +3.8% | +0.3% |
| 7D | -5.6% | -34.3% | +28.7% | +16.4% |
| 30D | -0.7% | -37.2% | +36.6% | +24.6% |
| 3M | -5.9% | -38.3% | +32.5% | +15.9% |
| 6M | +21.6% | +19.8% | +1.8% | -1.6% |
| YTD | -20.6% | +28.4% | -49.0% | -39.5% |
| 1Y | -10.6% | +12.7% | -23.2% | -28.9% |
| 3Y | -24.9% | +112.8% | -137.7% | -63.4% |
| 5Y | -76.8% | -5.9% | -70.9% | -83.0% |
| All | -76.8% | -9.9% | -66.9% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling