+35.8%
UBER vs COP
+28.5%
+7.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.6% |
| 7D | +5.2% | -6.1% | +11.3% | +5.5% |
| 30D | -2.0% | +1.1% | -3.2% | -2.4% |
| 3M | -10.2% | +10.9% | -21.2% | -11.3% |
| 6M | -7.2% | +20.8% | -27.9% | -9.1% |
| YTD | -14.3% | +48.0% | -62.3% | -19.4% |
| 1Y | -25.6% | +58.5% | -84.1% | -31.0% |
| 3Y | +35.8% | +28.1% | +7.7% | +27.2% |
| All | +35.8% | +28.5% | +7.3% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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