+469.4%
GOOG vs UBER
+69.2%
+400.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UBER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.4% |
| 7D | -1.6% | -7.0% | +5.5% | +0.2% |
| 30D | -7.7% | -8.9% | +1.2% | -5.7% |
| 3M | -9.3% | +1.0% | -10.3% | -9.9% |
| 6M | +7.4% | -3.7% | +11.2% | +7.7% |
| YTD | +4.9% | -13.0% | +17.9% | +7.4% |
| 1Y | +37.2% | -25.5% | +62.7% | +45.5% |
| 3Y | +141.6% | +50.5% | +91.1% | +110.0% |
| 5Y | +128.8% | +76.2% | +52.6% | +81.2% |
| All | +469.4% | +69.2% | +400.2% | +342.7% |
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