-81.0%
PATH vs DLTR
+21.3%
-102.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | +0.7% | +2.4% | -1.7% | 0.0% |
| 30D | -1.1% | +21.5% | -22.6% | -6.1% |
| 3M | -14.2% | +9.8% | -24.0% | -16.6% |
| 6M | +30.9% | +58.6% | -27.8% | +15.5% |
| YTD | -20.1% | +14.8% | -34.9% | -24.1% |
| 1Y | -8.1% | +33.0% | -41.1% | -16.2% |
| 3Y | -24.3% | +23.8% | -48.1% | -31.2% |
| 5Y | -75.6% | +24.9% | -100.5% | -76.2% |
| All | -81.0% | +21.3% | -102.3% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling