+75.9%
UBER vs ES
+31.7%
+44.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.6% |
| 7D | -2.8% | +1.4% | -4.2% | -3.1% |
| 30D | -2.5% | -1.2% | -1.4% | -2.3% |
| 3M | +4.4% | +5.0% | -0.6% | +3.5% |
| 6M | -2.7% | -2.8% | +0.2% | -2.3% |
| YTD | -10.5% | +8.6% | -19.1% | -12.1% |
| 1Y | -22.5% | +18.9% | -41.4% | -25.3% |
| 3Y | +54.8% | +32.1% | +22.7% | +44.5% |
| 5Y | +82.5% | -5.1% | +87.6% | +79.7% |
| All | +75.9% | +31.7% | +44.2% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling