+74.5%
UBER vs BAH
+44.7%
+29.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.8% | -2.7% | +1.1% |
| 7D | -4.5% | +2.4% | -6.9% | -4.9% |
| 30D | -7.6% | -2.9% | -4.7% | -7.1% |
| 3M | +5.8% | -1.3% | +7.1% | +5.6% |
| 6M | +0.3% | -0.9% | +1.2% | -0.1% |
| YTD | -11.2% | -8.2% | -3.0% | -10.8% |
| 1Y | -23.0% | -24.0% | +1.0% | -19.8% |
| 3Y | +53.6% | -28.1% | +81.7% | +58.4% |
| 5Y | +81.9% | +2.5% | +79.4% | +68.0% |
| All | +74.5% | +44.7% | +29.8% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BAH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling