+49.5%
UBER vs F
-12.6%
+62.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +5.1% | +1.6% | +3.6% | +4.6% |
| 30D | +0.2% | +2.6% | -2.4% | -0.7% |
| 3M | -2.7% | -8.8% | +6.1% | +0.3% |
| 6M | -13.4% | +4.6% | -18.0% | -16.7% |
| YTD | -16.1% | -1.9% | -14.2% | -17.7% |
| 1Y | -25.5% | -0.8% | -24.8% | -27.4% |
| 3Y | +42.5% | +43.5% | -1.0% | +11.5% |
| All | +49.5% | -12.6% | +62.0% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling