+42.5%
UBER vs COMP
+353.8%
-311.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.7% | -11.0% | -1.8% |
| 7D | +5.1% | +13.4% | -8.3% | +3.2% |
| 30D | +0.2% | +11.1% | -10.9% | -1.5% |
| 3M | -2.7% | -18.8% | +16.2% | -0.4% |
| 6M | -13.4% | +10.5% | -23.9% | -15.7% |
| YTD | -16.1% | -3.4% | -12.7% | -18.0% |
| 1Y | -25.5% | +19.7% | -45.2% | -29.0% |
| 3Y | +42.5% | +381.6% | -339.1% | +10.9% |
| All | +42.5% | +353.8% | -311.3% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling