+61.5%
UBER vs ECL
+39.8%
+21.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.4% |
| 7D | +5.2% | +0.4% | +4.7% | +4.9% |
| 30D | -2.0% | +8.6% | -10.6% | -6.9% |
| 3M | -10.2% | +7.9% | -18.1% | -14.3% |
| 6M | -7.2% | +21.0% | -28.2% | -17.7% |
| YTD | -14.3% | +17.5% | -31.8% | -23.2% |
| 1Y | -25.6% | +19.7% | -45.2% | -34.3% |
| 3Y | +35.8% | +77.4% | -41.6% | -12.5% |
| 5Y | +61.5% | +38.7% | +22.8% | +31.0% |
| All | +61.5% | +39.8% | +21.7% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling