+70.0%
UBER vs BP
+62.5%
+7.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.3% |
| 7D | +1.2% | -0.8% | +1.9% | +1.5% |
| 30D | -1.1% | -3.1% | +2.0% | -0.4% |
| 3M | -10.0% | +6.2% | -16.2% | -12.9% |
| 6M | -7.2% | +4.8% | -12.0% | -10.4% |
| YTD | -13.5% | +35.2% | -48.7% | -26.3% |
| 1Y | -24.5% | +27.4% | -51.9% | -34.1% |
| 3Y | +37.0% | +49.8% | -12.7% | +8.6% |
| 5Y | +63.3% | +109.4% | -46.1% | +3.4% |
| All | +70.0% | +62.5% | +7.5% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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