+75.9%
UBER vs COPX
+452.0%
-376.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.1% | -7.6% | -5.2% |
| 7D | -2.8% | +5.8% | -8.6% | -5.2% |
| 30D | -2.5% | +7.2% | -9.7% | -5.7% |
| 3M | +4.4% | +16.5% | -12.1% | -3.8% |
| 6M | -2.7% | +18.4% | -21.1% | -12.7% |
| YTD | -10.5% | +31.9% | -42.4% | -25.6% |
| 1Y | -22.5% | +88.5% | -111.0% | -46.6% |
| 3Y | +54.8% | +173.1% | -118.3% | -16.5% |
| 5Y | +82.5% | +193.1% | -110.6% | -9.0% |
| All | +75.9% | +452.0% | -376.1% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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