-78.0%
PATH vs UDR
-2.9%
-75.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | 0.0% | -16.7% | -16.6% |
| 7D | -16.3% | -2.0% | -14.3% | -15.3% |
| 30D | +9.9% | -5.2% | +15.1% | +13.4% |
| 3M | +30.2% | -5.8% | +35.9% | +34.4% |
| 6M | +37.2% | -1.7% | +38.9% | +36.9% |
| YTD | -7.3% | +2.4% | -9.7% | -10.4% |
| 1Y | +40.0% | -2.1% | +42.1% | +39.0% |
| 3Y | -4.4% | +4.2% | -8.6% | -12.2% |
| 5Y | -76.0% | -20.0% | -56.0% | -74.8% |
| All | -78.0% | -2.9% | -75.0% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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