+75.9%
UBER vs EMR
+171.7%
-95.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.2% |
| 7D | -2.8% | +3.1% | -5.9% | -4.5% |
| 30D | -2.5% | -3.5% | +1.0% | -0.6% |
| 3M | +4.4% | +9.8% | -5.4% | -2.6% |
| 6M | -2.7% | +10.8% | -13.4% | -10.5% |
| YTD | -10.5% | +15.9% | -26.4% | -21.3% |
| 1Y | -22.5% | +16.4% | -38.9% | -32.3% |
| 3Y | +54.8% | +62.1% | -7.3% | +4.7% |
| 5Y | +82.5% | +62.9% | +19.6% | +20.9% |
| All | +75.9% | +171.7% | -95.8% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling