-78.0%
PATH vs DFNS
-99.9%
+21.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.6% | -17.2% | -16.6% |
| 7D | -16.3% | -16.0% | -0.3% | -16.3% |
| 30D | +9.9% | -77.7% | +87.6% | +10.2% |
| 3M | +30.2% | -77.2% | +107.3% | +29.0% |
| 6M | +37.2% | -95.2% | +132.4% | +35.8% |
| YTD | -7.3% | -98.0% | +90.6% | -8.4% |
| 1Y | +40.0% | -98.3% | +138.3% | +38.5% |
| 3Y | -4.4% | -99.9% | +95.5% | -3.4% |
| 5Y | -76.0% | -99.9% | +23.8% | -73.1% |
| All | -78.0% | -99.9% | +21.9% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling