+66.3%
UBER vs ALLE
+110.4%
-44.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | +0.5% | +1.6% | -1.1% | -0.3% |
| 30D | -3.1% | +24.1% | -27.2% | -13.7% |
| 3M | -8.3% | +14.8% | -23.1% | -15.1% |
| 6M | -9.5% | +45.9% | -55.4% | -26.9% |
| YTD | -15.4% | +20.7% | -36.2% | -25.2% |
| 1Y | -26.1% | +14.2% | -40.3% | -32.7% |
| 3Y | +34.0% | +90.7% | -56.7% | -11.4% |
| 5Y | +53.2% | +50.6% | +2.6% | +14.2% |
| All | +66.3% | +110.4% | -44.2% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling