+75.9%
UBER vs EME
+866.9%
-790.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.0% | -4.5% |
| 7D | -2.8% | +5.2% | -8.0% | -4.8% |
| 30D | -2.5% | -5.4% | +2.8% | -0.9% |
| 3M | +4.4% | -6.1% | +10.5% | +4.7% |
| 6M | -2.7% | +9.7% | -12.3% | -9.6% |
| YTD | -10.5% | +26.6% | -37.1% | -23.1% |
| 1Y | -22.5% | +24.6% | -47.1% | -34.3% |
| 3Y | +54.8% | +249.6% | -194.8% | -28.9% |
| 5Y | +82.5% | +556.6% | -474.0% | -43.1% |
| All | +75.9% | +866.9% | -790.9% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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