+82.2%
UBER vs BP
+57.3%
+25.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -3.9% | +3.9% | -7.8% | -5.4% |
| 30D | +11.1% | +7.6% | +3.5% | +7.8% |
| 3M | +4.9% | +0.7% | +4.2% | +3.8% |
| 6M | -1.2% | +15.5% | -16.6% | -8.5% |
| YTD | -7.3% | +30.8% | -38.1% | -19.4% |
| 1Y | -17.6% | +34.3% | -51.9% | -29.5% |
| 3Y | +61.1% | +35.1% | +26.0% | +34.2% |
| 5Y | +87.9% | +126.8% | -38.9% | +13.8% |
| All | +82.2% | +57.3% | +25.0% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling