-81.2%
PATH vs DKS
+100.6%
-181.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -5.3% | -2.1% | -3.2% | -4.6% |
| 30D | -0.5% | +7.3% | -7.9% | -3.5% |
| 3M | -7.1% | -28.4% | +21.3% | +1.9% |
| 6M | +23.8% | -36.9% | +60.7% | +41.6% |
| YTD | -20.7% | -27.3% | +6.6% | -16.2% |
| 1Y | -8.1% | -33.2% | +25.2% | +0.7% |
| 3Y | -21.8% | +32.2% | -54.0% | -43.9% |
| 5Y | -76.8% | +22.3% | -99.1% | -85.4% |
| All | -81.2% | +100.6% | -181.7% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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