+67.6%
UBER vs EMR
+197.1%
-129.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +1.6% | +2.5% | -0.9% | +0.2% |
| 30D | +0.6% | +3.3% | -2.7% | -1.5% |
| 3M | -8.2% | +1.7% | -9.8% | -9.5% |
| 6M | -6.7% | +21.7% | -28.4% | -18.7% |
| YTD | -14.7% | +26.8% | -41.5% | -29.1% |
| 1Y | -24.1% | +31.6% | -55.6% | -38.4% |
| 3Y | +33.4% | +102.5% | -69.1% | -22.1% |
| 5Y | +54.5% | +87.5% | -33.1% | -6.1% |
| All | +67.6% | +197.1% | -129.5% | -38.8% |
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