+59.8%
UBER vs ALLE
+51.6%
+8.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | +1.6% | +3.6% | -2.0% | -0.2% |
| 30D | +0.6% | +25.9% | -25.3% | -11.1% |
| 3M | -8.2% | +15.8% | -23.9% | -15.2% |
| 6M | -6.7% | +48.1% | -54.8% | -25.2% |
| YTD | -14.7% | +22.0% | -36.7% | -24.9% |
| 1Y | -24.1% | +18.0% | -42.1% | -32.0% |
| 3Y | +33.4% | +93.1% | -59.7% | -15.9% |
| All | +59.8% | +51.6% | +8.2% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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