-21.8%
PATH vs DFNS
-100.0%
+78.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -19.6% | +15.9% | -3.7% |
| 7D | -5.6% | -37.4% | +31.8% | -5.5% |
| 30D | -0.7% | -65.8% | +65.1% | -0.5% |
| 3M | -5.9% | -95.0% | +89.2% | -5.4% |
| 6M | +21.6% | -95.8% | +117.4% | +20.9% |
| YTD | -20.6% | -99.5% | +78.9% | -21.3% |
| 1Y | -10.6% | -99.7% | +89.2% | -11.4% |
| All | -21.8% | -100.0% | +78.2% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling