+78.9%
UBER vs AUR
-35.1%
+113.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | -5.4% | +1.4% | -6.8% | -5.7% |
| 30D | -4.9% | -6.4% | +1.5% | -4.2% |
| 3M | +3.0% | +7.7% | -4.7% | +0.9% |
| 6M | -4.4% | +44.5% | -48.9% | -11.9% |
| YTD | -12.3% | +67.4% | -79.7% | -21.7% |
| 1Y | -24.3% | +15.4% | -39.7% | -28.3% |
| 3Y | +46.4% | +94.8% | -48.4% | +7.0% |
| All | +78.9% | -35.1% | +113.9% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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