+66.3%
UBER vs EIX
+42.2%
+24.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +0.5% | -1.5% | +2.0% | +1.0% |
| 30D | -3.1% | +8.1% | -11.2% | -5.4% |
| 3M | -8.3% | -12.1% | +3.9% | -5.8% |
| 6M | -9.5% | -13.4% | +3.9% | -6.9% |
| YTD | -15.4% | +5.6% | -21.0% | -19.5% |
| 1Y | -26.1% | +7.8% | -34.0% | -30.4% |
| 3Y | +34.0% | +9.8% | +24.2% | +19.9% |
| 5Y | +53.2% | +18.8% | +34.3% | +29.2% |
| All | +66.3% | +42.2% | +24.0% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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