+23.0%
UBER vs PATH
-80.2%
+103.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +5.1% | -5.3% | +10.4% | +6.8% |
| 30D | +0.2% | -0.5% | +0.7% | +0.2% |
| 3M | -2.7% | -7.1% | +4.5% | -2.0% |
| 6M | -13.4% | +23.8% | -37.2% | -20.9% |
| YTD | -16.1% | -20.7% | +4.6% | -13.8% |
| 1Y | -25.5% | -8.1% | -17.5% | -27.9% |
| 3Y | +42.5% | -21.8% | +64.3% | +28.8% |
| 5Y | +45.3% | -76.8% | +122.2% | +67.2% |
| All | +23.0% | -80.2% | +103.1% | +44.1% |
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