-78.0%
PATH vs DVN
+209.2%
-287.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.5% | -15.1% | -16.3% |
| 7D | -16.3% | +1.5% | -17.8% | -16.6% |
| 30D | +9.9% | +14.2% | -4.3% | +6.3% |
| 3M | +30.2% | +5.2% | +24.9% | +27.9% |
| 6M | +37.2% | +11.9% | +25.3% | +32.1% |
| YTD | -7.3% | +32.8% | -40.1% | -15.2% |
| 1Y | +40.0% | +38.6% | +1.4% | +26.1% |
| 3Y | -4.4% | +0.5% | -4.9% | -8.6% |
| 5Y | -76.0% | +111.0% | -187.1% | -79.9% |
| All | -78.0% | +209.2% | -287.2% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling