+66.3%
UBER vs BAH
+65.3%
+1.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | +0.5% | -3.2% | +3.7% | +1.1% |
| 30D | -3.1% | +19.5% | -22.6% | -6.6% |
| 3M | -8.3% | +11.1% | -19.4% | -10.4% |
| 6M | -9.5% | +16.3% | -25.8% | -12.7% |
| YTD | -15.4% | +4.8% | -20.2% | -17.4% |
| 1Y | -26.1% | +4.9% | -31.0% | -28.0% |
| 3Y | +34.0% | -27.0% | +61.0% | +38.2% |
| 5Y | +53.2% | +5.7% | +47.5% | +41.3% |
| All | +66.3% | +65.3% | +1.0% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling