-80.8%
PATH vs DKS
+113.2%
-194.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.3% |
| 7D | +2.1% | +6.3% | -4.2% | -0.3% |
| 30D | +1.6% | +9.3% | -7.7% | -2.1% |
| 3M | -20.4% | -25.3% | +4.8% | -14.1% |
| 6M | +40.1% | -29.2% | +69.3% | +52.9% |
| YTD | -19.0% | -22.7% | +3.7% | -16.5% |
| 1Y | -5.8% | -30.1% | +24.3% | +1.5% |
| 3Y | -22.9% | +45.6% | -68.6% | -47.0% |
| 5Y | -75.3% | +28.5% | -103.8% | -84.7% |
| All | -80.8% | +113.2% | -194.0% | -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