+126.4%
KO vs UBER
+69.2%
+57.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UBER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.8% |
| 7D | -0.8% | -7.0% | +6.2% | -0.4% |
| 30D | +0.8% | -8.9% | +9.7% | +1.3% |
| 3M | +8.3% | +1.0% | +7.3% | +8.2% |
| 6M | +14.0% | -3.7% | +17.8% | +14.1% |
| YTD | +26.9% | -13.0% | +39.9% | +27.6% |
| 1Y | +32.7% | -25.5% | +58.2% | +34.4% |
| 3Y | +63.9% | +50.5% | +13.5% | +56.6% |
| 5Y | +81.7% | +76.2% | +5.6% | +68.5% |
| All | +126.4% | +69.2% | +57.1% | +115.9% |
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