-81.1%
PATH vs DLTR
+18.5%
-99.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.2% | +2.5% | -2.2% |
| 7D | -5.6% | +4.5% | -10.1% | -6.7% |
| 30D | -0.7% | +18.7% | -19.4% | -5.1% |
| 3M | -5.9% | +7.1% | -13.0% | -7.9% |
| 6M | +21.6% | +47.2% | -25.6% | +9.3% |
| YTD | -20.6% | +12.1% | -32.8% | -24.1% |
| 1Y | -10.6% | +31.5% | -42.1% | -18.2% |
| 3Y | -24.9% | +18.6% | -43.4% | -30.8% |
| 5Y | -76.8% | +25.4% | -102.2% | -77.2% |
| All | -81.1% | +18.5% | -99.6% | -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 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