-78.0%
PATH vs DLTR
+12.9%
-90.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -16.9% | -16.7% |
| 7D | -16.3% | +2.5% | -18.8% | -16.9% |
| 30D | +9.9% | +2.1% | +7.8% | +9.1% |
| 3M | +30.2% | +20.3% | +9.9% | +24.1% |
| 6M | +37.2% | +11.5% | +25.7% | +32.1% |
| YTD | -7.3% | +6.8% | -14.2% | -10.1% |
| 1Y | +40.0% | +31.1% | +8.9% | +28.0% |
| 3Y | -4.4% | +10.7% | -15.1% | -10.0% |
| 5Y | -76.0% | +41.6% | -117.6% | -76.3% |
| All | -78.0% | +12.9% | -90.9% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling