-77.0%
PATH vs DVN
+21.1%
-98.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | -5.3% | -19.1% | +13.7% | -0.2% |
| 30D | -0.5% | -11.8% | +11.3% | +2.4% |
| 3M | -7.1% | -1.5% | -5.7% | -7.4% |
| 6M | +23.8% | -8.2% | +32.0% | +25.2% |
| YTD | -20.7% | +17.4% | -38.1% | -26.0% |
| 1Y | -8.1% | +33.5% | -41.5% | -17.5% |
| 3Y | -21.8% | -0.3% | -21.5% | -25.7% |
| All | -77.0% | +21.1% | -98.1% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 5y: compounded portfolio wealth divided by compounded DVN 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…
5y analysis · Full analysis span regression · 6 months rolling