-77.0%
PATH vs DT
-43.6%
-33.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.4% |
| 7D | -5.3% | -24.7% | +19.4% | +18.2% |
| 30D | -0.5% | -27.4% | +26.8% | +27.6% |
| 3M | -7.1% | -11.1% | +4.0% | 0.0% |
| 6M | +23.8% | +13.7% | +10.1% | +5.5% |
| YTD | -20.7% | +0.2% | -20.9% | -24.9% |
| 1Y | -8.1% | -5.7% | -2.4% | -8.1% |
| 3Y | -21.8% | -8.1% | -13.7% | -23.3% |
| All | -77.0% | -43.6% | -33.4% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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