-75.7%
PATH vs DLR
+33.9%
-109.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -16.9% | -16.8% |
| 7D | -16.3% | +1.6% | -17.9% | -17.1% |
| 30D | +9.9% | -3.4% | +13.3% | +11.7% |
| 3M | +30.2% | +0.5% | +29.7% | +27.9% |
| 6M | +37.2% | +4.6% | +32.7% | +30.0% |
| YTD | -7.3% | +23.4% | -30.7% | -22.0% |
| 1Y | +40.0% | +19.0% | +21.0% | +20.9% |
| 3Y | -4.4% | +56.5% | -60.9% | -34.8% |
| All | -75.7% | +33.9% | -109.5% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 5y: compounded portfolio wealth divided by compounded DLR 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…
5y analysis · Full analysis span regression · 6 months rolling