+75.9%
UBER vs ALK
-30.8%
+106.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -2.2% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -2.5% | -18.5% | +15.9% | +5.4% |
| 3M | +4.4% | -3.6% | +7.9% | +4.2% |
| 6M | -2.7% | -3.7% | +1.0% | -4.7% |
| YTD | -10.5% | -19.0% | +8.5% | -7.2% |
| 1Y | -22.5% | -36.0% | +13.5% | -12.1% |
| 3Y | +54.8% | +2.3% | +52.5% | +27.9% |
| 5Y | +82.5% | -27.8% | +110.3% | +79.1% |
| All | +75.9% | -30.8% | +106.7% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling