+25.3%
UBER vs PATH
-79.4%
+104.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +4.1% |
| 7D | +7.0% | -4.8% | +11.8% | +8.6% |
| 30D | +0.6% | +2.7% | -2.1% | -0.4% |
| 3M | -2.9% | -4.2% | +1.2% | -3.2% |
| 6M | -5.5% | +24.7% | -30.2% | -13.9% |
| YTD | -14.5% | -17.6% | +3.1% | -13.2% |
| 1Y | -26.2% | -5.3% | -20.9% | -29.2% |
| 3Y | +46.3% | -22.0% | +68.3% | +32.8% |
| 5Y | +54.3% | -76.5% | +130.8% | +76.3% |
| All | +25.3% | -79.4% | +104.7% | +45.2% |
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