+40.0%
PATH vs DVA
+35.1%
+4.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.3% | -17.9% | -16.5% |
| 7D | -16.3% | +1.8% | -18.1% | -16.1% |
| 30D | +9.9% | -2.5% | +12.4% | +9.8% |
| 3M | +30.2% | -4.3% | +34.4% | +31.5% |
| 6M | +37.2% | +18.9% | +18.4% | +43.8% |
| YTD | -7.3% | +61.9% | -69.3% | +0.3% |
| 1Y | +40.0% | +35.7% | +4.3% | +57.2% |
| All | +40.0% | +35.1% | +4.9% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling