-10.6%
PATH vs DRI
+31.0%
-41.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.7% |
| 7D | -5.6% | +3.7% | -9.3% | -5.8% |
| 30D | -0.7% | +13.5% | -14.2% | -1.3% |
| 3M | -5.9% | +10.4% | -16.2% | -6.5% |
| 6M | +21.6% | +19.5% | +2.1% | +20.9% |
| YTD | -20.6% | +28.2% | -48.8% | -22.5% |
| 1Y | -10.6% | +31.0% | -41.6% | -12.1% |
| All | -10.6% | +31.0% | -41.6% | -12.1% |
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