+67.6%
UBER vs EMR
+198.2%
-130.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.6% | +2.8% | -1.2% | 0.0% |
| 30D | +0.6% | +3.7% | -3.1% | -1.7% |
| 3M | -8.2% | +2.0% | -10.2% | -9.7% |
| 6M | -6.7% | +22.1% | -28.8% | -18.8% |
| YTD | -14.7% | +27.2% | -41.9% | -29.3% |
| 1Y | -24.1% | +32.0% | -56.1% | -38.6% |
| 3Y | +33.4% | +103.3% | -69.9% | -22.3% |
| 5Y | +54.5% | +88.2% | -33.8% | -6.3% |
| All | +67.6% | +198.2% | -130.6% | -38.9% |
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 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