-81.2%
PATH vs DFNS
-100.0%
+18.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -12.2% | +12.2% | -0.1% |
| 7D | -5.3% | -44.0% | +38.7% | -5.2% |
| 30D | -0.5% | -69.1% | +68.6% | -0.3% |
| 3M | -7.1% | -95.6% | +88.5% | -6.6% |
| 6M | +23.8% | -96.2% | +120.0% | +23.1% |
| YTD | -20.7% | -99.6% | +78.9% | -21.3% |
| 1Y | -8.1% | -99.7% | +91.7% | -8.9% |
| 3Y | -21.8% | -100.0% | +78.1% | -20.9% |
| 5Y | -76.8% | -100.0% | +23.1% | -74.4% |
| All | -81.2% | -100.0% | +18.8% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling