+59.8%
UBER vs ALK
-31.3%
+91.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.4% |
| 7D | +1.6% | -1.2% | +2.8% | +2.0% |
| 30D | +0.6% | +7.7% | -7.1% | -2.4% |
| 3M | -8.2% | -19.0% | +10.8% | -1.5% |
| 6M | -6.7% | -0.2% | -6.5% | -9.3% |
| YTD | -14.7% | -23.5% | +8.8% | -10.3% |
| 1Y | -24.1% | -9.1% | -15.0% | -26.5% |
| 3Y | +33.4% | +12.0% | +21.4% | -6.4% |
| All | +59.8% | -31.3% | +91.1% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling