-78.0%
PATH vs DT
+4.0%
-82.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.6% | -15.0% | -15.2% |
| 7D | -16.3% | -3.3% | -13.0% | -13.8% |
| 30D | +9.9% | +2.0% | +7.9% | +8.0% |
| 3M | +30.2% | +20.0% | +10.2% | +10.5% |
| 6M | +37.2% | +39.3% | -2.1% | +1.6% |
| YTD | -7.3% | +19.8% | -27.1% | -22.2% |
| 1Y | +40.0% | +4.3% | +35.7% | +32.1% |
| 3Y | -4.4% | +7.7% | -12.1% | -14.8% |
| 5Y | -76.0% | -26.8% | -49.2% | -74.2% |
| All | -78.0% | +4.0% | -82.0% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling