-81.0%
PATH vs DLTR
+22.7%
-103.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.1% |
| 7D | -2.7% | -2.8% | +0.1% | -2.1% |
| 30D | -1.4% | +21.5% | -22.9% | -6.4% |
| 3M | -16.4% | +11.6% | -28.0% | -19.1% |
| 6M | +23.3% | +58.7% | -35.5% | +8.8% |
| YTD | -19.8% | +16.2% | -36.0% | -24.1% |
| 1Y | -8.6% | +34.8% | -43.4% | -17.0% |
| 3Y | -24.0% | +25.3% | -49.3% | -31.2% |
| 5Y | -77.1% | +25.8% | -102.9% | -77.7% |
| All | -81.0% | +22.7% | -103.7% | -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