+82.2%
UBER vs EW
+49.3%
+32.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.9% | -0.3% | -3.5% | -3.7% |
| 30D | +11.1% | +1.0% | +10.1% | +10.6% |
| 3M | +4.9% | +2.8% | +2.1% | +3.6% |
| 6M | -1.2% | +5.5% | -6.7% | -4.2% |
| YTD | -7.3% | +5.5% | -12.7% | -10.3% |
| 1Y | -17.6% | +11.0% | -28.7% | -22.6% |
| 3Y | +61.1% | +17.7% | +43.4% | +34.6% |
| 5Y | +87.9% | -25.7% | +113.6% | +104.3% |
| All | +82.2% | +49.3% | +32.9% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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