+26.7%
UBER vs PATH
-79.9%
+106.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.2% |
| 7D | +1.2% | -2.7% | +3.9% | +2.0% |
| 30D | -1.1% | -1.4% | +0.2% | -0.9% |
| 3M | -10.0% | -16.4% | +6.4% | -6.5% |
| 6M | -7.2% | +23.3% | -30.4% | -15.1% |
| YTD | -13.5% | -19.8% | +6.3% | -11.4% |
| 1Y | -24.5% | -8.6% | -15.9% | -26.7% |
| 3Y | +37.0% | -24.0% | +61.1% | +25.5% |
| 5Y | +63.3% | -77.1% | +140.4% | +88.1% |
| All | +26.7% | -79.9% | +106.7% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 10y: compounded portfolio wealth divided by compounded PATH 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…
10y analysis · Full analysis span regression · 6 months rolling