-81.4%
PATH vs DLTR
+20.9%
-102.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.8% |
| 7D | -2.3% | +5.0% | -7.3% | -3.6% |
| 30D | -4.8% | +18.7% | -23.5% | -9.1% |
| 3M | -17.7% | +8.9% | -26.6% | -19.9% |
| 6M | +18.9% | +49.4% | -30.5% | +6.5% |
| YTD | -21.7% | +14.5% | -36.2% | -25.6% |
| 1Y | -9.6% | +32.5% | -42.1% | -17.6% |
| 3Y | -25.8% | +23.4% | -49.3% | -32.6% |
| 5Y | -77.1% | +26.2% | -103.3% | -77.6% |
| All | -81.4% | +20.9% | -102.4% | -83.9% |
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