-81.1%
PATH vs DLR
+38.3%
-119.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.8% | -0.9% |
| 7D | -5.6% | -4.5% | -1.1% | -3.4% |
| 30D | -0.7% | -5.4% | +4.7% | +1.9% |
| 3M | -5.9% | -9.8% | +3.9% | -1.6% |
| 6M | +21.6% | -10.0% | +31.6% | +25.5% |
| YTD | -20.6% | +15.2% | -35.8% | -30.6% |
| 1Y | -10.6% | +7.9% | -18.5% | -18.5% |
| 3Y | -24.9% | +43.8% | -68.7% | -45.2% |
| 5Y | -76.8% | +33.2% | -110.0% | -83.0% |
| All | -81.1% | +38.3% | -119.4% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling