+63.3%
UBER vs EMR
+88.1%
-24.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +1.2% | -2.0% | +3.1% | +2.1% |
| 30D | -1.1% | +2.8% | -4.0% | -2.6% |
| 3M | -10.0% | +2.0% | -12.0% | -11.2% |
| 6M | -7.2% | +20.7% | -27.9% | -17.0% |
| YTD | -13.5% | +27.3% | -40.8% | -26.5% |
| 1Y | -24.5% | +31.0% | -55.5% | -37.0% |
| 3Y | +37.0% | +103.6% | -66.6% | -17.3% |
| 5Y | +63.3% | +88.6% | -25.3% | +5.9% |
| All | +63.3% | +88.1% | -24.8% | +5.9% |
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 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