+54.8%
UBER vs EL
-30.9%
+85.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.1% |
| 7D | -2.8% | +1.7% | -4.5% | -3.1% |
| 30D | -2.5% | +15.5% | -18.0% | -5.3% |
| 3M | +4.4% | +20.6% | -16.2% | +0.5% |
| 6M | -2.7% | +10.5% | -13.1% | -5.4% |
| YTD | -10.5% | -1.9% | -8.6% | -12.2% |
| 1Y | -22.5% | +16.1% | -38.6% | -27.0% |
| 3Y | +54.8% | -30.2% | +85.0% | +53.0% |
| All | +54.8% | -30.9% | +85.7% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling