+82.5%
UBER vs ECL
+29.5%
+53.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.2% |
| 7D | -2.8% | -0.8% | -2.0% | -2.3% |
| 30D | -2.5% | -2.5% | 0.0% | -1.0% |
| 3M | +4.4% | +8.3% | -4.0% | -0.6% |
| 6M | -2.7% | -1.1% | -1.6% | -2.4% |
| YTD | -10.5% | +6.5% | -17.0% | -14.8% |
| 1Y | -22.5% | +2.1% | -24.6% | -24.5% |
| 3Y | +54.8% | +57.6% | -2.8% | +8.1% |
| 5Y | +82.5% | +28.1% | +54.5% | +49.9% |
| All | +82.5% | +29.5% | +53.0% | +49.9% |
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