-80.4%
PATH vs JD
-57.2%
-23.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.2% | +1.9% |
| 7D | -4.8% | +9.0% | -13.8% | -7.6% |
| 30D | +2.7% | +5.2% | -2.5% | +0.8% |
| 3M | -4.2% | -15.9% | +11.7% | +1.1% |
| 6M | +24.7% | -7.7% | +32.4% | +26.4% |
| YTD | -17.6% | +0.1% | -17.6% | -19.3% |
| 1Y | -5.3% | -9.7% | +4.4% | -3.8% |
| 3Y | -22.0% | +12.9% | -34.9% | -34.9% |
| 5Y | -76.5% | -60.6% | -15.9% | -71.3% |
| All | -80.4% | -57.2% | -23.2% | -76.3% |
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