+67.6%
UBER vs ECL
+85.6%
-18.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | -0.2% |
| 7D | +1.6% | +2.9% | -1.3% | -0.2% |
| 30D | +0.6% | +7.5% | -6.9% | -3.9% |
| 3M | -8.2% | +12.2% | -20.4% | -14.7% |
| 6M | -6.7% | +24.6% | -31.3% | -19.2% |
| YTD | -14.7% | +18.8% | -33.5% | -24.4% |
| 1Y | -24.1% | +19.3% | -43.4% | -33.1% |
| 3Y | +33.4% | +78.2% | -44.8% | -12.8% |
| 5Y | +54.5% | +38.8% | +15.7% | +18.4% |
| All | +67.6% | +85.6% | -18.0% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling