-78.0%
PATH vs DKS
+96.3%
-174.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.2% | -16.5% |
| 7D | -16.3% | +3.0% | -19.3% | -17.2% |
| 30D | +9.9% | -30.5% | +40.4% | +22.9% |
| 3M | +30.2% | -35.7% | +65.9% | +49.6% |
| 6M | +37.2% | -29.7% | +66.9% | +49.3% |
| YTD | -7.3% | -28.9% | +21.5% | -0.6% |
| 1Y | +40.0% | -35.9% | +75.9% | +55.8% |
| 3Y | -4.4% | +28.2% | -32.6% | -30.3% |
| 5Y | -76.0% | +11.8% | -87.9% | -84.5% |
| All | -78.0% | +96.3% | -174.3% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling