+82.2%
UBER vs EXPE
+154.5%
-72.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.5% |
| 7D | -3.9% | -9.5% | +5.6% | +0.7% |
| 30D | +11.1% | -6.6% | +17.7% | +14.4% |
| 3M | +4.9% | +31.4% | -26.5% | -8.2% |
| 6M | -1.2% | +35.2% | -36.3% | -16.0% |
| YTD | -7.3% | +5.8% | -13.1% | -12.6% |
| 1Y | -17.6% | +38.7% | -56.3% | -33.6% |
| 3Y | +61.1% | +175.8% | -114.7% | -15.3% |
| 5Y | +87.9% | +111.8% | -23.9% | +9.4% |
| All | +82.2% | +154.5% | -72.3% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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