-3.7%
UBER vs ET
+21.1%
-24.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.5% |
| 7D | -7.0% | +0.6% | -7.7% | -6.8% |
| 30D | -8.9% | +5.3% | -14.2% | -7.2% |
| 3M | +1.0% | +15.6% | -14.7% | +6.8% |
| 6M | -3.7% | +20.6% | -24.4% | +2.6% |
| All | -3.7% | +21.1% | -24.9% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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