+75.9%
UBER vs EWJ
+114.3%
-38.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.1% |
| 7D | -2.8% | +2.9% | -5.7% | -5.5% |
| 30D | -2.5% | +1.1% | -3.6% | -3.8% |
| 3M | +4.4% | +7.1% | -2.7% | -3.9% |
| 6M | -2.7% | +16.2% | -18.8% | -18.5% |
| YTD | -10.5% | +22.0% | -32.5% | -30.2% |
| 1Y | -22.5% | +26.2% | -48.7% | -42.0% |
| 3Y | +54.8% | +73.5% | -18.7% | -24.8% |
| 5Y | +82.5% | +52.7% | +29.8% | +6.9% |
| All | +75.9% | +114.3% | -38.4% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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