+153.8%
BAC vs UBER
+80.4%
+73.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UBER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.1% | -3.9% | +5.0% | +2.0% |
| 30D | -0.4% | +11.1% | -11.5% | -3.0% |
| 3M | +16.9% | +4.9% | +12.0% | +14.9% |
| 6M | +26.6% | -1.2% | +27.8% | +25.8% |
| YTD | +15.8% | -7.3% | +23.1% | +16.6% |
| 1Y | +27.2% | -17.6% | +44.8% | +31.2% |
| 3Y | +132.4% | +61.1% | +71.4% | +98.1% |
| 5Y | +72.6% | +87.9% | -15.3% | +33.9% |
| All | +153.8% | +80.4% | +73.4% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UBER.
Daily Out/Under-Performance
Portfolio return minus UBER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UBER 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 UBER 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