+82.2%
UBER vs ESI
+256.1%
-173.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.8% |
| 7D | -3.9% | +3.3% | -7.2% | -5.6% |
| 30D | +11.1% | -5.9% | +17.0% | +13.9% |
| 3M | +4.9% | -14.1% | +19.0% | +10.1% |
| 6M | -1.2% | +6.6% | -7.7% | -11.1% |
| YTD | -7.3% | +45.0% | -52.3% | -32.1% |
| 1Y | -17.6% | +41.5% | -59.1% | -39.5% |
| 3Y | +61.1% | +78.8% | -17.7% | -3.1% |
| 5Y | +87.9% | +70.9% | +17.0% | +14.9% |
| All | +82.2% | +256.1% | -173.8% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling