+82.2%
UBER vs ALK
-28.6%
+110.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.9% |
| 7D | -3.9% | -0.7% | -3.2% | -3.6% |
| 30D | +11.1% | -19.2% | +30.3% | +20.5% |
| 3M | +4.9% | -1.5% | +6.4% | +3.9% |
| 6M | -1.2% | -13.1% | +11.9% | +0.9% |
| YTD | -7.3% | -16.4% | +9.1% | -5.1% |
| 1Y | -17.6% | -33.1% | +15.4% | -8.3% |
| 3Y | +61.1% | +0.6% | +60.4% | +34.7% |
| 5Y | +87.9% | -26.4% | +114.3% | +83.1% |
| All | +82.2% | -28.6% | +110.9% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling