+61.5%
UBER vs COP
+116.0%
-54.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | +5.2% | -6.1% | +11.3% | +5.9% |
| 30D | -2.0% | +1.1% | -3.2% | -2.4% |
| 3M | -10.2% | +10.9% | -21.2% | -11.7% |
| 6M | -7.2% | +20.8% | -27.9% | -9.9% |
| YTD | -14.3% | +48.0% | -62.3% | -20.1% |
| 1Y | -25.6% | +58.5% | -84.1% | -31.6% |
| 3Y | +35.8% | +28.1% | +7.7% | +27.4% |
| 5Y | +61.5% | +120.5% | -59.0% | +33.8% |
| All | +61.5% | +116.0% | -54.5% | +33.8% |
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