-77.1%
PATH vs DDOG
-3.5%
-73.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.4% | -0.9% | +0.6% |
| 7D | -2.7% | -2.3% | -0.4% | -1.6% |
| 30D | -1.4% | -35.8% | +34.5% | +22.5% |
| 3M | -16.4% | -25.3% | +8.9% | -5.5% |
| 6M | +23.3% | -8.9% | +32.1% | +21.1% |
| YTD | -19.8% | +35.6% | -55.4% | -40.7% |
| 1Y | -8.6% | -6.8% | -1.7% | -15.4% |
| 3Y | -24.0% | +77.9% | -101.9% | -56.8% |
| 5Y | -77.1% | -3.1% | -74.0% | -83.7% |
| All | -77.1% | -3.5% | -73.6% | -83.7% |
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