+67.6%
UBER vs EXEL
+252.4%
-184.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | +1.6% | -0.8% | +2.4% | +1.9% |
| 30D | +0.6% | +13.1% | -12.6% | -3.5% |
| 3M | -8.2% | +36.3% | -44.5% | -17.2% |
| 6M | -6.7% | +34.5% | -41.2% | -16.0% |
| YTD | -14.7% | +57.4% | -72.1% | -27.6% |
| 1Y | -24.1% | +62.9% | -87.0% | -36.4% |
| 3Y | +33.4% | +229.5% | -196.1% | -20.2% |
| 5Y | +54.5% | +281.2% | -226.8% | -14.4% |
| All | +67.6% | +252.4% | -184.8% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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