+70.0%
UBER vs EIX
+42.1%
+28.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +1.2% | -2.5% | +3.7% | +2.0% |
| 30D | -1.1% | +7.7% | -8.8% | -3.4% |
| 3M | -10.0% | -12.9% | +2.8% | -7.4% |
| 6M | -7.2% | -12.7% | +5.5% | -4.9% |
| YTD | -13.5% | +5.5% | -18.9% | -17.7% |
| 1Y | -24.5% | +9.4% | -33.9% | -29.2% |
| 3Y | +37.0% | +9.7% | +27.3% | +22.6% |
| 5Y | +63.3% | +16.9% | +46.4% | +38.8% |
| All | +70.0% | +42.1% | +28.0% | +27.8% |
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 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