-81.2%
PATH vs DLTR
+17.9%
-99.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -1.3% |
| 7D | -2.7% | -1.0% | -1.7% | -2.6% |
| 30D | -3.7% | +15.7% | -19.4% | -7.5% |
| 3M | -13.8% | +4.8% | -18.6% | -15.2% |
| 6M | +20.3% | +45.6% | -25.3% | +8.4% |
| YTD | -20.8% | +11.6% | -32.4% | -24.3% |
| 1Y | -9.2% | +29.8% | -39.0% | -16.8% |
| 3Y | -21.8% | +20.8% | -42.6% | -28.5% |
| 5Y | -77.4% | +23.5% | -100.9% | -77.8% |
| All | -81.2% | +17.9% | -99.0% | -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