+74.5%
UBER vs EL
-35.4%
+110.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.9% |
| 7D | -4.5% | -4.4% | -0.1% | -3.0% |
| 30D | -7.6% | +10.3% | -17.9% | -11.3% |
| 3M | +5.8% | +13.4% | -7.6% | +0.3% |
| 6M | +0.3% | +3.1% | -2.8% | -2.7% |
| YTD | -11.2% | -6.9% | -4.3% | -12.4% |
| 1Y | -23.0% | +11.9% | -34.9% | -30.4% |
| 3Y | +53.6% | -33.8% | +87.4% | +60.7% |
| 5Y | +81.9% | -69.0% | +150.9% | +187.6% |
| All | +74.5% | -35.4% | +110.0% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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