-78.0%
PATH vs JD
-56.4%
-21.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.9% | -18.5% | -17.3% |
| 7D | -16.3% | -1.7% | -14.6% | -15.9% |
| 30D | +9.9% | -13.2% | +23.1% | +14.7% |
| 3M | +30.2% | -3.2% | +33.3% | +30.9% |
| 6M | +37.2% | +15.2% | +22.0% | +27.7% |
| YTD | -7.3% | +2.0% | -9.3% | -9.8% |
| 1Y | +40.0% | -5.4% | +45.4% | +39.4% |
| 3Y | -4.4% | -9.1% | +4.7% | -12.1% |
| 5Y | -76.0% | -59.6% | -16.4% | -71.0% |
| All | -78.0% | -56.4% | -21.6% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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