+63.3%
UBER vs COMP
-14.2%
+77.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.3% |
| 7D | +1.2% | +2.2% | -1.0% | +0.5% |
| 30D | -1.1% | +16.3% | -17.5% | -4.6% |
| 3M | -10.0% | -19.1% | +9.1% | -6.7% |
| 6M | -7.2% | +17.1% | -24.3% | -11.9% |
| YTD | -13.5% | -2.9% | -10.6% | -16.1% |
| 1Y | -24.5% | +8.8% | -33.3% | -28.6% |
| 3Y | +37.0% | +423.5% | -386.4% | -18.6% |
| 5Y | +63.3% | -10.5% | +73.8% | +63.1% |
| All | +63.3% | -14.2% | +77.6% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling