+59.8%
UBER vs ES
+6.6%
+53.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +1.6% | +2.7% | -1.1% | +1.0% |
| 30D | +0.6% | +7.6% | -7.0% | -1.0% |
| 3M | -8.2% | +0.5% | -8.6% | -8.3% |
| 6M | -6.7% | +7.6% | -14.3% | -8.3% |
| YTD | -14.7% | +10.2% | -24.9% | -16.8% |
| 1Y | -24.1% | +1.8% | -25.9% | -24.8% |
| 3Y | +33.4% | +55.4% | -22.0% | +16.5% |
| All | +59.8% | +6.6% | +53.3% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling