-10.6%
PATH vs DFNS
-99.7%
+89.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -19.6% | +15.9% | -3.1% |
| 7D | -5.6% | -37.4% | +31.8% | -4.4% |
| 30D | -0.7% | -65.8% | +65.1% | +2.3% |
| 3M | -5.9% | -95.0% | +89.2% | +1.7% |
| 6M | +21.6% | -95.8% | +117.4% | +27.9% |
| YTD | -20.6% | -99.5% | +78.9% | +3.6% |
| 1Y | -10.6% | -99.7% | +89.2% | +32.5% |
| All | -10.6% | -99.7% | +89.1% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling