-81.2%
PATH vs DRI
+89.1%
-170.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | -5.3% | +2.8% | -8.1% | -6.8% |
| 30D | -0.5% | +13.3% | -13.8% | -7.3% |
| 3M | -7.1% | +8.2% | -15.3% | -11.7% |
| 6M | +23.8% | +17.5% | +6.3% | +11.4% |
| YTD | -20.7% | +26.9% | -47.6% | -33.3% |
| 1Y | -8.1% | +31.6% | -39.6% | -24.9% |
| 3Y | -21.8% | +67.0% | -88.8% | -48.7% |
| 5Y | -76.8% | +72.9% | -149.7% | -86.6% |
| All | -81.2% | +89.1% | -170.3% | -89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling