-81.2%
PATH vs DXCM
-18.8%
-62.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.9% | +2.4% |
| 7D | -5.3% | -3.5% | -1.8% | -4.1% |
| 30D | -0.5% | -5.8% | +5.3% | +1.5% |
| 3M | -7.1% | -4.3% | -2.8% | -5.6% |
| 6M | +23.8% | +31.6% | -7.8% | +9.9% |
| YTD | -20.7% | +19.6% | -40.3% | -27.3% |
| 1Y | -8.1% | +36.9% | -44.9% | -20.3% |
| 3Y | -21.8% | -16.3% | -5.6% | -26.6% |
| 5Y | -76.8% | -50.0% | -26.8% | -74.8% |
| All | -81.2% | -18.8% | -62.3% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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