-24.1%
UBER vs PATH
-7.3%
-16.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | +1.6% | +2.1% | -0.5% | +1.2% |
| 30D | +0.6% | +1.6% | -1.0% | +0.2% |
| 3M | -8.2% | -20.4% | +12.3% | -5.2% |
| 6M | -6.7% | +40.1% | -46.8% | -13.7% |
| YTD | -14.7% | -19.0% | +4.3% | -15.9% |
| 1Y | -24.1% | -5.8% | -18.2% | -26.8% |
| All | -24.1% | -7.3% | -16.8% | -26.8% |
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