+71.2%
UBER vs CAPR
+140.2%
-69.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.4% | -5.7% | +3.5% |
| 7D | +6.7% | +36.0% | -29.4% | +5.8% |
| 30D | -0.5% | +25.8% | -26.3% | -1.2% |
| 3M | -5.1% | +140.8% | -146.0% | -8.0% |
| 6M | -5.7% | -67.6% | +61.9% | -4.9% |
| YTD | -12.9% | -65.9% | +53.0% | -12.5% |
| 1Y | -22.6% | +66.1% | -88.7% | -30.3% |
| 3Y | +42.2% | +256.9% | -214.7% | +17.5% |
| 5Y | +56.4% | +172.1% | -115.7% | +27.9% |
| All | +71.2% | +140.2% | -69.0% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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