+67.6%
UBER vs BAX
-61.2%
+128.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +0.6% | +4.1% | -3.5% | -0.4% |
| 3M | -8.2% | -4.5% | -3.6% | -7.4% |
| 6M | -6.7% | +49.2% | -55.9% | -14.5% |
| YTD | -14.7% | +35.2% | -50.0% | -21.1% |
| 1Y | -24.1% | +38.3% | -62.4% | -30.2% |
| 3Y | +33.4% | -19.0% | +52.4% | +35.3% |
| 5Y | +54.5% | -64.2% | +118.6% | +86.6% |
| All | +67.6% | -61.2% | +128.9% | +68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling