+82.2%
UBER vs COP
+182.4%
-100.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -3.9% | +3.0% | -6.9% | -4.9% |
| 30D | +11.1% | +17.5% | -6.4% | +5.1% |
| 3M | +4.9% | +13.4% | -8.4% | -0.1% |
| 6M | -1.2% | +17.7% | -18.9% | -7.9% |
| YTD | -7.3% | +46.6% | -53.9% | -20.8% |
| 1Y | -17.6% | +44.6% | -62.2% | -29.6% |
| 3Y | +61.1% | +20.7% | +40.4% | +42.7% |
| 5Y | +87.9% | +185.0% | -97.1% | +4.5% |
| All | +82.2% | +182.4% | -100.2% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling