-80.4%
PATH vs DOC
-19.6%
-60.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +1.5% |
| 7D | -4.8% | +8.7% | -13.5% | -8.5% |
| 30D | +2.7% | +7.6% | -5.0% | -1.0% |
| 3M | -4.2% | -5.3% | +1.1% | -2.0% |
| 6M | +24.7% | +27.6% | -2.9% | +9.1% |
| YTD | -17.6% | +32.4% | -50.0% | -30.1% |
| 1Y | -5.3% | +22.9% | -28.2% | -16.4% |
| 3Y | -22.0% | +43.1% | -65.1% | -39.5% |
| 5Y | -76.5% | -21.4% | -55.1% | -75.8% |
| All | -80.4% | -19.6% | -60.8% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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