+21.0%
UBER vs COMP
-52.0%
+72.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +0.6% | +16.6% | -16.0% | -2.9% |
| 3M | -8.2% | -23.5% | +15.4% | -3.7% |
| 6M | -6.7% | +25.7% | -32.4% | -12.7% |
| YTD | -14.7% | -3.4% | -11.3% | -17.1% |
| 1Y | -24.1% | +7.6% | -31.7% | -28.0% |
| 3Y | +33.4% | +423.6% | -390.2% | -20.0% |
| 5Y | +54.5% | -10.6% | +65.1% | +31.0% |
| All | +21.0% | -52.0% | +72.9% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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