+75.9%
UBER vs BG
+193.2%
-117.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.4% | -7.8% | -5.1% |
| 7D | -2.8% | +2.4% | -5.2% | -3.7% |
| 30D | -2.5% | +15.0% | -17.6% | -7.7% |
| 3M | +4.4% | -0.7% | +5.0% | +3.7% |
| 6M | -2.7% | +7.5% | -10.2% | -6.9% |
| YTD | -10.5% | +41.6% | -52.1% | -24.1% |
| 1Y | -22.5% | +50.7% | -73.2% | -36.6% |
| 3Y | +54.8% | +20.3% | +34.5% | +35.7% |
| 5Y | +82.5% | +85.2% | -2.7% | +15.3% |
| All | +75.9% | +193.2% | -117.2% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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