+76.2%
UBER vs EL
-68.4%
+144.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -1.9% |
| 7D | -7.0% | -2.4% | -4.7% | -6.3% |
| 30D | -8.9% | +13.7% | -22.6% | -12.9% |
| 3M | +1.0% | +14.5% | -13.5% | -3.7% |
| 6M | -3.7% | +7.4% | -11.1% | -7.4% |
| YTD | -13.0% | -4.7% | -8.3% | -14.6% |
| 1Y | -25.5% | +12.9% | -38.5% | -32.0% |
| 3Y | +50.5% | -32.2% | +82.7% | +57.8% |
| 5Y | +76.2% | -68.4% | +144.5% | +197.7% |
| All | +76.2% | -68.4% | +144.5% | +197.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling