-25.5%
UBER vs PATH
-10.2%
-15.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +5.1% | -5.3% | +10.4% | +6.2% |
| 30D | +0.2% | -0.5% | +0.7% | +0.2% |
| 3M | -2.7% | -7.1% | +4.5% | -2.7% |
| 6M | -13.4% | +23.8% | -37.2% | -18.2% |
| YTD | -16.1% | -20.7% | +4.6% | -16.9% |
| 1Y | -25.5% | -8.1% | -17.5% | -27.3% |
| All | -25.5% | -10.2% | -15.3% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling