+75.9%
UBER vs BAX
-62.7%
+138.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.8% | +0.3% | -2.7% |
| 7D | -2.8% | -2.4% | -0.4% | -2.3% |
| 30D | -2.5% | -9.7% | +7.2% | -0.3% |
| 3M | +4.4% | +29.3% | -24.9% | -1.1% |
| 6M | -2.7% | +40.7% | -43.3% | -9.7% |
| YTD | -10.5% | +30.3% | -40.8% | -16.4% |
| 1Y | -22.5% | +3.4% | -25.9% | -24.2% |
| 3Y | +54.8% | -32.0% | +86.8% | +63.4% |
| 5Y | +82.5% | -66.9% | +149.4% | +124.4% |
| All | +75.9% | -62.7% | +138.6% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BAX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling