-17.6%
UBER vs F
+31.3%
-49.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.4% |
| 7D | -3.9% | +5.3% | -9.2% | -4.3% |
| 30D | +11.1% | +4.6% | +6.5% | +10.7% |
| 3M | +4.9% | -3.7% | +8.6% | +5.2% |
| 6M | -1.2% | +16.8% | -18.0% | -3.8% |
| YTD | -7.3% | +15.3% | -22.6% | -9.7% |
| 1Y | -17.6% | +31.0% | -48.6% | -18.7% |
| All | -17.6% | +31.3% | -49.0% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling