+71.0%
UBER vs BR
+64.6%
+6.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.6% |
| 7D | -7.0% | -5.0% | -2.0% | -4.1% |
| 30D | -8.9% | -2.5% | -6.4% | -7.6% |
| 3M | +1.0% | +13.5% | -12.5% | -6.8% |
| 6M | -3.7% | -9.4% | +5.7% | +1.5% |
| YTD | -13.0% | -23.3% | +10.3% | +0.9% |
| 1Y | -25.5% | -31.6% | +6.1% | -7.3% |
| 3Y | +50.5% | -5.1% | +55.5% | +51.2% |
| 5Y | +76.2% | +8.2% | +68.0% | +58.6% |
| All | +71.0% | +64.6% | +6.3% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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