-77.0%
PATH vs DLR
+32.6%
-109.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -5.3% | -3.6% | -1.7% | -3.4% |
| 30D | -0.5% | -3.5% | +2.9% | +1.1% |
| 3M | -7.1% | -8.9% | +1.8% | -3.2% |
| 6M | +23.8% | -11.6% | +35.4% | +29.4% |
| YTD | -20.7% | +14.9% | -35.6% | -31.3% |
| 1Y | -8.1% | +6.4% | -14.5% | -16.1% |
| 3Y | -21.8% | +47.3% | -69.1% | -46.0% |
| All | -77.0% | +32.6% | -109.6% | -83.0% |
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