-24.3%
UBER vs COST
-5.0%
-19.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -5.4% | -1.2% | -4.2% | -5.3% |
| 30D | -4.9% | -4.7% | -0.2% | -4.5% |
| 3M | +3.0% | -7.1% | +10.2% | +3.2% |
| 6M | -4.4% | -8.5% | +4.1% | -4.2% |
| YTD | -12.3% | +5.4% | -17.7% | -13.0% |
| 1Y | -24.3% | -5.6% | -18.7% | -27.5% |
| All | -24.3% | -5.0% | -19.3% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling