+70.0%
UBER vs ESI
+236.7%
-166.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | -1.1% |
| 7D | +1.2% | +1.8% | -0.7% | 0.0% |
| 30D | -1.1% | -6.6% | +5.4% | +1.2% |
| 3M | -10.0% | -9.4% | -0.6% | -7.6% |
| 6M | -7.2% | -24.1% | +16.9% | +1.6% |
| YTD | -13.5% | +37.1% | -50.6% | -36.1% |
| 1Y | -24.5% | +24.5% | -49.0% | -41.1% |
| 3Y | +37.0% | +83.2% | -46.1% | -20.9% |
| 5Y | +63.3% | +44.0% | +19.4% | +9.5% |
| All | +70.0% | +236.7% | -166.7% | -46.4% |
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