+85.0%
UBER vs ES
-5.6%
+90.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -3.9% | +0.3% | -4.2% | -3.9% |
| 30D | +11.1% | -2.0% | +13.1% | +11.5% |
| 3M | +4.9% | +1.7% | +3.2% | +4.6% |
| 6M | -1.2% | -3.5% | +2.4% | -0.5% |
| YTD | -7.3% | +7.9% | -15.2% | -9.0% |
| 1Y | -17.6% | +17.2% | -34.8% | -20.9% |
| 3Y | +61.1% | +29.3% | +31.7% | +48.1% |
| All | +85.0% | -5.6% | +90.6% | +81.6% |
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