+75.9%
UBER vs COST
+313.4%
-237.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.2% |
| 7D | -2.8% | -3.2% | +0.4% | -1.3% |
| 30D | -2.5% | -4.0% | +1.5% | -0.7% |
| 3M | +4.4% | -6.5% | +10.9% | +7.6% |
| 6M | -2.7% | -8.5% | +5.9% | +0.9% |
| YTD | -10.5% | +6.0% | -16.5% | -14.1% |
| 1Y | -22.5% | -5.8% | -16.7% | -21.3% |
| 3Y | +54.8% | +71.8% | -17.0% | +12.7% |
| 5Y | +82.5% | +106.2% | -23.7% | +20.5% |
| All | +75.9% | +313.4% | -237.5% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling