+70.0%
UBER vs ECL
+84.8%
-14.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.5% |
| 7D | +1.2% | -2.3% | +3.4% | +2.7% |
| 30D | -1.1% | +8.3% | -9.4% | -6.0% |
| 3M | -10.0% | +8.4% | -18.5% | -14.6% |
| 6M | -7.2% | +23.3% | -30.4% | -19.1% |
| YTD | -13.5% | +18.2% | -31.7% | -23.1% |
| 1Y | -24.5% | +18.8% | -43.3% | -33.2% |
| 3Y | +37.0% | +78.5% | -41.5% | -10.5% |
| 5Y | +63.3% | +40.1% | +23.2% | +24.5% |
| All | +70.0% | +84.8% | -14.8% | -8.7% |
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