-81.2%
PATH vs DLTR
+12.6%
-93.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.9% | +1.2% |
| 7D | -5.3% | -2.0% | -3.3% | -5.0% |
| 30D | -0.5% | +12.8% | -13.3% | -3.8% |
| 3M | -7.1% | +1.1% | -8.3% | -7.9% |
| 6M | +23.8% | +35.9% | -12.1% | +13.6% |
| YTD | -20.7% | +6.6% | -27.3% | -23.3% |
| 1Y | -8.1% | +28.6% | -36.7% | -15.5% |
| 3Y | -21.8% | +14.0% | -35.9% | -27.4% |
| 5Y | -76.8% | +19.2% | -96.1% | -77.0% |
| All | -81.2% | +12.6% | -93.8% | -83.4% |
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