+76.2%
UBER vs BAX
-67.6%
+143.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.4% |
| 7D | -7.0% | -5.1% | -1.9% | -5.9% |
| 30D | -8.9% | -12.2% | +3.3% | -6.3% |
| 3M | +1.0% | +21.8% | -20.8% | -3.0% |
| 6M | -3.7% | +36.3% | -40.0% | -9.9% |
| YTD | -13.0% | +27.8% | -40.8% | -18.3% |
| 1Y | -25.5% | -0.1% | -25.5% | -26.4% |
| 3Y | +50.5% | -33.3% | +83.8% | +60.1% |
| 5Y | +76.2% | -67.1% | +143.2% | +116.3% |
| All | +76.2% | -67.6% | +143.7% | +116.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling