+55.2%
UBER vs AUR
-35.0%
+90.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -7.0% | +11.1% | -18.1% | -8.7% |
| 30D | -8.9% | -6.9% | -2.0% | -8.1% |
| 3M | +1.0% | +5.5% | -4.5% | -0.7% |
| 6M | -3.7% | +41.0% | -44.7% | -10.9% |
| YTD | -13.0% | +69.3% | -82.3% | -22.4% |
| 1Y | -25.5% | +14.0% | -39.6% | -29.3% |
| 3Y | +50.5% | +90.1% | -39.6% | +10.6% |
| 5Y | +76.2% | -34.4% | +110.6% | +28.2% |
| All | +55.2% | -35.0% | +90.2% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling