+82.2%
UBER vs ETR
+193.4%
-111.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -3.9% | +1.4% | -5.3% | -4.3% |
| 30D | +11.1% | +1.0% | +10.1% | +10.7% |
| 3M | +4.9% | -1.3% | +6.2% | +5.1% |
| 6M | -1.2% | +1.9% | -3.0% | -2.5% |
| YTD | -7.3% | +18.2% | -25.4% | -13.0% |
| 1Y | -17.6% | +24.7% | -42.3% | -24.1% |
| 3Y | +61.1% | +150.7% | -89.6% | +12.2% |
| 5Y | +87.9% | +127.0% | -39.1% | +33.6% |
| All | +82.2% | +193.4% | -111.2% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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