-75.9%
PATH vs DLR
+39.7%
-115.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +1.5% |
| 7D | -4.8% | +2.8% | -7.6% | -6.3% |
| 30D | +2.7% | +2.8% | -0.1% | +0.8% |
| 3M | -4.2% | -4.0% | -0.2% | -3.0% |
| 6M | +24.7% | -5.6% | +30.3% | +25.8% |
| YTD | -17.6% | +21.9% | -39.5% | -30.9% |
| 1Y | -5.3% | +13.0% | -18.3% | -16.4% |
| 3Y | -22.0% | +52.2% | -74.2% | -46.8% |
| All | -75.9% | +39.7% | -115.7% | -82.7% |
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