+82.2%
UBER vs EIX
+32.4%
+49.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -3.9% | -19.1% | +15.2% | +1.6% |
| 30D | +11.1% | -16.9% | +28.0% | +16.1% |
| 3M | +4.9% | -20.0% | +24.9% | +10.9% |
| 6M | -1.2% | -21.3% | +20.2% | +4.7% |
| YTD | -7.3% | -1.7% | -5.6% | -9.7% |
| 1Y | -17.6% | +9.6% | -27.2% | -23.5% |
| 3Y | +61.1% | -3.7% | +64.7% | +51.4% |
| 5Y | +87.9% | +22.6% | +65.3% | +53.5% |
| All | +82.2% | +32.4% | +49.8% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling