+82.5%
UBER vs COP
+186.3%
-103.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.6% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | -2.5% | +15.6% | -18.1% | -4.6% |
| 3M | +4.4% | +14.3% | -10.0% | +2.1% |
| 6M | -2.7% | +17.0% | -19.6% | -5.5% |
| YTD | -10.5% | +47.4% | -57.9% | -16.8% |
| 1Y | -22.5% | +52.4% | -74.9% | -28.6% |
| 3Y | +54.8% | +20.8% | +34.0% | +46.3% |
| 5Y | +82.5% | +191.7% | -109.2% | +22.7% |
| All | +82.5% | +186.3% | -103.8% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling