-78.0%
PATH vs DOCN
+171.6%
-249.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.8% | -19.4% | -17.8% |
| 7D | -16.3% | +1.1% | -17.4% | -16.9% |
| 30D | +9.9% | -9.6% | +19.5% | +13.0% |
| 3M | +30.2% | -37.7% | +67.9% | +50.3% |
| 6M | +37.2% | +115.2% | -78.0% | -17.4% |
| YTD | -7.3% | +133.7% | -141.0% | -47.3% |
| 1Y | +40.0% | +250.2% | -210.2% | -35.6% |
| 3Y | -4.4% | +320.3% | -324.7% | -64.6% |
| 5Y | -76.0% | +53.1% | -129.1% | -87.5% |
| All | -78.0% | +171.6% | -249.6% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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