+76.2%
UBER vs EMR
+60.6%
+15.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.2% |
| 7D | -7.0% | +0.9% | -7.9% | -7.4% |
| 30D | -8.9% | -5.0% | -4.0% | -6.8% |
| 3M | +1.0% | +5.9% | -4.9% | -2.8% |
| 6M | -3.7% | +7.3% | -11.1% | -8.6% |
| YTD | -13.0% | +14.6% | -27.6% | -21.5% |
| 1Y | -25.5% | +15.6% | -41.2% | -33.4% |
| 3Y | +50.5% | +60.2% | -9.7% | +7.7% |
| 5Y | +76.2% | +65.8% | +10.3% | +14.4% |
| All | +76.2% | +60.6% | +15.5% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling