-13.4%
TSLA vs UBER
+7.6%
-21.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | UBER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.7% | -5.9% |
| 7D | +1.5% | -3.9% | +5.4% | +1.9% |
| 30D | +10.1% | +11.1% | -1.0% | +8.2% |
| All | -13.4% | +7.6% | -21.0% | -14.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling