-80.4%
PATH vs DDOG
+124.8%
-205.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -14.4% | +17.3% | +10.5% |
| 7D | -4.8% | -32.2% | +27.4% | +15.0% |
| 30D | +2.7% | -31.7% | +34.4% | +22.6% |
| 3M | -4.2% | -34.5% | +30.3% | +13.9% |
| 6M | +24.7% | +28.7% | -3.9% | -1.8% |
| YTD | -17.6% | +38.8% | -56.3% | -39.0% |
| 1Y | -5.3% | +19.8% | -25.1% | -26.2% |
| 3Y | -22.0% | +130.0% | -152.0% | -62.0% |
| 5Y | -76.5% | +13.0% | -89.5% | -84.2% |
| All | -80.4% | +124.8% | -205.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling