+40.0%
PATH vs DRI
+6.9%
+33.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.5% | -16.1% | -16.7% |
| 7D | -16.3% | +0.6% | -16.9% | -16.2% |
| 30D | +9.9% | +3.8% | +6.1% | +10.0% |
| 3M | +30.2% | +13.0% | +17.2% | +31.1% |
| 6M | +37.2% | +8.3% | +28.9% | +38.1% |
| YTD | -7.3% | +20.6% | -27.9% | -5.9% |
| 1Y | +40.0% | +6.5% | +33.5% | +40.5% |
| All | +40.0% | +6.9% | +33.1% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling