+19.1%
UBER vs COMP
-52.0%
+71.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.7% | -11.0% | -2.4% |
| 7D | +5.1% | +13.4% | -8.3% | +2.3% |
| 30D | +0.2% | +11.1% | -10.9% | -2.3% |
| 3M | -2.7% | -18.8% | +16.2% | +0.8% |
| 6M | -13.4% | +10.5% | -23.9% | -16.7% |
| YTD | -16.1% | -3.4% | -12.7% | -18.4% |
| 1Y | -25.5% | +19.7% | -45.2% | -30.9% |
| 3Y | +42.5% | +381.6% | -339.1% | -12.9% |
| 5Y | +45.3% | -17.6% | +62.9% | +24.9% |
| All | +19.1% | -52.0% | +71.0% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling