-75.7%
PATH vs DOCS
-73.4%
-2.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.8% | -13.9% | -15.6% |
| 7D | -16.3% | -1.4% | -14.9% | -15.7% |
| 30D | +9.9% | +21.8% | -11.9% | +0.6% |
| 3M | +30.2% | +27.3% | +2.9% | +17.3% |
| 6M | +37.2% | -0.3% | +37.6% | +33.6% |
| YTD | -7.3% | -40.5% | +33.2% | +8.4% |
| 1Y | +40.0% | -61.5% | +101.5% | +91.3% |
| 3Y | -4.4% | +8.2% | -12.6% | -27.9% |
| All | -75.7% | -73.4% | -2.3% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 5y: compounded portfolio wealth divided by compounded DOCS 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…
5y analysis · Full analysis span regression · 6 months rolling