+54.8%
UBER vs EMR
+62.0%
-7.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.3% |
| 7D | -2.8% | +3.1% | -5.9% | -3.9% |
| 30D | -2.5% | -3.5% | +1.0% | -1.3% |
| 3M | +4.4% | +9.8% | -5.4% | -0.3% |
| 6M | -2.7% | +10.8% | -13.4% | -7.9% |
| YTD | -10.5% | +15.9% | -26.4% | -18.4% |
| 1Y | -22.5% | +16.4% | -38.9% | -29.6% |
| 3Y | +54.8% | +62.1% | -7.3% | +23.9% |
| All | +54.8% | +62.0% | -7.2% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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