+82.2%
UBER vs COO
-4.1%
+86.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.6% |
| 7D | -3.9% | -2.2% | -1.7% | -2.6% |
| 30D | +11.1% | -7.0% | +18.1% | +16.0% |
| 3M | +4.9% | +12.2% | -7.3% | -2.7% |
| 6M | -1.2% | -15.1% | +14.0% | +8.2% |
| YTD | -7.3% | -15.1% | +7.8% | +1.2% |
| 1Y | -17.6% | +2.3% | -20.0% | -21.1% |
| 3Y | +61.1% | -23.7% | +84.7% | +74.1% |
| 5Y | +87.9% | -38.9% | +126.8% | +140.5% |
| All | +82.2% | -4.1% | +86.4% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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