+35.3%
UBER vs EIX
+10.1%
+25.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | +1.2% | -2.5% | +3.7% | +1.4% |
| 30D | -1.1% | +7.7% | -8.8% | -1.8% |
| 3M | -10.0% | -12.9% | +2.8% | -9.1% |
| 6M | -7.2% | -12.7% | +5.5% | -6.2% |
| YTD | -13.5% | +5.5% | -18.9% | -14.3% |
| 1Y | -24.5% | +9.4% | -33.9% | -25.5% |
| All | +35.3% | +10.1% | +25.2% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling