+23.6%
UBER vs COMP
-49.2%
+72.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.7% | -1.9% | +2.6% |
| 7D | +6.7% | +14.5% | -7.9% | +3.6% |
| 30D | -0.5% | +14.9% | -15.4% | -3.6% |
| 3M | -5.1% | -14.2% | +9.1% | -2.8% |
| 6M | -5.7% | +23.7% | -29.4% | -11.4% |
| YTD | -12.9% | +2.1% | -15.0% | -16.3% |
| 1Y | -22.6% | +26.2% | -48.8% | -28.9% |
| 3Y | +42.2% | +470.9% | -428.7% | -16.3% |
| 5Y | +56.4% | -14.0% | +70.4% | +33.2% |
| All | +23.6% | -49.2% | +72.8% | +16.9% |
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