-22.5%
UBER vs F
+24.7%
-47.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.8% | -3.1% |
| 7D | -2.8% | +1.2% | -4.0% | -2.9% |
| 30D | -2.5% | +1.2% | -3.7% | -2.6% |
| 3M | +4.4% | -5.7% | +10.0% | +4.9% |
| 6M | -2.7% | +17.9% | -20.6% | -5.6% |
| YTD | -10.5% | +10.4% | -20.9% | -12.5% |
| 1Y | -22.5% | +25.3% | -47.8% | -23.8% |
| All | -22.5% | +24.7% | -47.2% | -23.8% |
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