+40.0%
PATH vs USAR
+27.9%
+12.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.5% | -16.2% | -16.6% |
| 7D | -16.3% | -2.1% | -14.2% | -16.0% |
| 30D | +9.9% | +2.6% | +7.3% | +9.2% |
| 3M | +30.2% | -35.0% | +65.2% | +37.6% |
| 6M | +37.2% | -6.9% | +44.1% | +33.5% |
| YTD | -7.3% | +48.0% | -55.3% | -20.8% |
| 1Y | +40.0% | +24.8% | +15.2% | +50.4% |
| All | +40.0% | +27.9% | +12.1% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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