+23.3%
UBER vs PATH
-80.1%
+103.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -0.5% |
| 7D | +4.6% | -5.6% | +10.2% | +6.4% |
| 30D | -0.4% | -0.7% | +0.3% | -0.4% |
| 3M | +0.9% | -5.9% | +6.7% | +1.1% |
| 6M | -5.7% | +21.6% | -27.3% | -13.5% |
| YTD | -15.8% | -20.6% | +4.8% | -13.6% |
| 1Y | -25.8% | -10.6% | -15.3% | -27.6% |
| 3Y | +44.0% | -24.9% | +68.9% | +32.2% |
| 5Y | +45.8% | -76.8% | +122.6% | +67.6% |
| All | +23.3% | -80.1% | +103.5% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling