-29.5%
PATH vs USAR
-26.7%
-2.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.5% | +5.8% | -3.1% |
| 7D | -5.6% | -29.5% | +23.9% | -3.4% |
| 30D | -0.7% | -46.0% | +45.3% | +3.3% |
| 3M | -5.9% | -56.8% | +50.9% | -0.8% |
| 6M | +21.6% | -72.9% | +94.5% | +31.2% |
| YTD | -20.6% | -37.6% | +17.0% | -19.4% |
| 1Y | -10.6% | -56.0% | +45.4% | -7.9% |
| 3Y | -24.9% | -27.5% | +2.7% | -34.0% |
| All | -29.5% | -26.7% | -2.8% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling