+71.2%
UBER vs ECL
+84.1%
-12.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.7% | +2.5% |
| 7D | +6.7% | -0.5% | +7.2% | +7.1% |
| 30D | -0.5% | +8.8% | -9.3% | -5.7% |
| 3M | -5.1% | +7.8% | -13.0% | -9.6% |
| 6M | -5.7% | +21.3% | -27.0% | -16.9% |
| YTD | -12.9% | +17.8% | -30.7% | -22.4% |
| 1Y | -22.6% | +21.1% | -43.7% | -32.5% |
| 3Y | +42.2% | +80.1% | -37.9% | -7.7% |
| 5Y | +56.4% | +40.5% | +15.9% | +18.9% |
| All | +71.2% | +84.1% | -12.9% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling