-21.8%
PATH vs DLTR
+12.7%
-34.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.9% | +0.7% |
| 7D | -5.3% | -2.0% | -3.3% | -5.1% |
| 30D | -0.5% | +12.8% | -13.3% | -2.5% |
| 3M | -7.1% | +1.1% | -8.3% | -7.6% |
| 6M | +23.8% | +35.9% | -12.1% | +17.7% |
| YTD | -20.7% | +6.6% | -27.3% | -22.4% |
| 1Y | -8.1% | +28.6% | -36.7% | -12.6% |
| 3Y | -21.8% | +14.0% | -35.9% | -36.0% |
| All | -21.8% | +12.7% | -34.6% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling