+152.4%
CSCO vs UBER
+80.4%
+72.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UBER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.7% | -3.9% | +3.2% | -0.1% |
| 30D | -10.1% | +11.1% | -21.2% | -11.6% |
| 3M | -15.7% | +4.9% | -20.6% | -16.6% |
| 6M | +36.3% | -1.2% | +37.4% | +35.5% |
| YTD | +43.8% | -7.3% | +51.1% | +44.2% |
| 1Y | +63.9% | -17.6% | +81.6% | +67.0% |
| 3Y | +104.4% | +61.1% | +43.3% | +84.4% |
| 5Y | +111.4% | +87.9% | +23.5% | +79.1% |
| All | +152.4% | +80.4% | +72.0% | +113.7% |
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