+71.0%
UBER vs ETN
+487.4%
-416.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.0% |
| 7D | -7.0% | +6.2% | -13.3% | -10.0% |
| 30D | -8.9% | -6.7% | -2.2% | -6.1% |
| 3M | +1.0% | +3.6% | -2.6% | -3.7% |
| 6M | -3.7% | +18.3% | -22.1% | -16.4% |
| YTD | -13.0% | +31.5% | -44.5% | -29.8% |
| 1Y | -25.5% | +20.6% | -46.1% | -37.1% |
| 3Y | +50.5% | +82.5% | -32.1% | -7.8% |
| 5Y | +76.2% | +177.8% | -101.6% | -20.6% |
| All | +71.0% | +487.4% | -416.4% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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