+71.0%
UBER vs ECL
+63.0%
+8.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -1.4% |
| 7D | -7.0% | -2.7% | -4.3% | -5.3% |
| 30D | -8.9% | -4.3% | -4.6% | -6.3% |
| 3M | +1.0% | +3.2% | -2.2% | -1.0% |
| 6M | -3.7% | -2.9% | -0.8% | -2.4% |
| YTD | -13.0% | +4.3% | -17.3% | -16.1% |
| 1Y | -25.5% | +1.6% | -27.2% | -27.4% |
| 3Y | +50.5% | +54.3% | -3.8% | +8.1% |
| 5Y | +76.2% | +26.5% | +49.7% | +43.1% |
| All | +71.0% | +63.0% | +8.0% | -0.4% |
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