-7.2%
UBER vs ESI
-23.0%
+15.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +1.4% |
| 7D | +1.2% | +1.8% | -0.7% | +1.2% |
| 30D | -1.1% | -6.6% | +5.4% | -2.1% |
| 3M | -10.0% | -9.4% | -0.6% | -11.0% |
| 6M | -7.2% | -24.1% | +16.9% | -11.5% |
| All | -7.2% | -23.0% | +15.8% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 6mo: compounded portfolio wealth divided by compounded ESI 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…
6mo analysis · Full analysis span regression · 6 months rolling