-75.7%
PATH vs DDOG
+54.1%
-129.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.8% | -16.2% |
| 7D | -16.3% | -10.1% | -6.2% | -11.4% |
| 30D | +9.9% | -24.8% | +34.7% | +25.6% |
| 3M | +30.2% | -12.6% | +42.8% | +36.6% |
| 6M | +37.2% | +79.9% | -42.7% | -7.9% |
| YTD | -7.3% | +56.6% | -63.9% | -33.6% |
| 1Y | +40.0% | +61.6% | -21.6% | -5.6% |
| 3Y | -4.4% | +117.9% | -122.3% | -49.9% |
| All | -75.7% | +54.1% | -129.8% | -84.3% |
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