-24.4%
UBER vs PATH
-10.8%
-13.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +3.9% | +3.8% |
| 7D | +6.7% | -2.7% | +9.4% | +7.2% |
| 30D | -0.5% | -3.7% | +3.2% | +0.1% |
| 3M | -5.1% | -13.8% | +8.6% | -3.8% |
| 6M | -5.7% | +20.3% | -26.0% | -10.5% |
| YTD | -12.9% | -20.8% | +7.9% | -13.8% |
| All | -24.4% | -10.8% | -13.6% | -26.7% |
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