+35.8%
UBER vs PATH
-76.8%
+112.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.6% | +16.4% | +4.6% |
| 7D | -3.9% | -16.3% | +12.4% | +0.6% |
| 30D | +11.1% | +9.9% | +1.2% | +6.8% |
| 3M | +4.9% | +30.2% | -25.2% | -4.7% |
| 6M | -1.2% | +37.2% | -38.4% | -12.7% |
| YTD | -7.3% | -7.3% | 0.0% | -8.7% |
| 1Y | -17.6% | +40.0% | -57.6% | -31.6% |
| 3Y | +61.1% | -4.4% | +65.5% | +36.4% |
| 5Y | +87.9% | -76.0% | +163.9% | +110.4% |
| All | +35.8% | -76.8% | +112.7% | +52.7% |
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 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