-78.0%
PATH vs DECK
+57.1%
-135.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.6% | -18.2% | -17.3% |
| 7D | -16.3% | -2.2% | -14.1% | -15.6% |
| 30D | +9.9% | -13.6% | +23.5% | +16.6% |
| 3M | +30.2% | -21.2% | +51.4% | +43.3% |
| 6M | +37.2% | -21.1% | +58.3% | +49.0% |
| YTD | -7.3% | -17.2% | +9.9% | -3.9% |
| 1Y | +40.0% | -30.7% | +70.7% | +55.8% |
| 3Y | -4.4% | -3.4% | -1.0% | -29.3% |
| 5Y | -76.0% | +25.5% | -101.6% | -87.8% |
| All | -78.0% | +57.1% | -135.0% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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