+66.3%
UBER vs EL
-26.0%
+92.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.6% |
| 7D | +0.5% | +2.7% | -2.2% | -0.4% |
| 30D | -3.1% | +10.8% | -13.9% | -6.7% |
| 3M | -8.3% | +26.5% | -34.7% | -16.5% |
| 6M | -9.5% | +31.1% | -40.6% | -19.3% |
| YTD | -15.4% | +6.6% | -22.0% | -20.9% |
| 1Y | -26.1% | +21.8% | -47.9% | -34.8% |
| 3Y | +34.0% | +1.8% | +32.2% | +15.0% |
| 5Y | +53.2% | -65.6% | +118.8% | +134.4% |
| All | +66.3% | -26.0% | +92.3% | +59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling