+67.6%
UBER vs A
+139.7%
-72.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +1.6% | -0.5% | +2.1% | +1.9% |
| 30D | +0.6% | 0.0% | +0.6% | +0.4% |
| 3M | -8.2% | +16.7% | -24.9% | -15.7% |
| 6M | -6.7% | +54.8% | -61.5% | -26.8% |
| YTD | -14.7% | +28.8% | -43.5% | -26.9% |
| 1Y | -24.1% | +19.3% | -43.4% | -32.3% |
| 3Y | +33.4% | +65.5% | -32.1% | -7.2% |
| 5Y | +54.5% | +12.1% | +42.4% | +34.4% |
| All | +67.6% | +139.7% | -72.0% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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