+10.3%
UBER vs EXE
+165.2%
-154.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +1.6% | +5.3% | -3.7% | +0.6% |
| 30D | +0.6% | -2.2% | +2.8% | +0.9% |
| 3M | -8.2% | -5.9% | -2.3% | -7.3% |
| 6M | -6.7% | -5.7% | -1.0% | -6.0% |
| YTD | -14.7% | -17.8% | +3.1% | -12.1% |
| 1Y | -24.1% | -23.1% | -0.9% | -20.7% |
| 3Y | +33.4% | +21.2% | +12.2% | +25.7% |
| 5Y | +54.5% | +78.8% | -24.4% | +34.2% |
| All | +10.3% | +165.2% | -154.9% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling