+59.8%
UBER vs F
-15.5%
+75.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.6% | -3.1% | +4.7% | +2.7% |
| 30D | +0.6% | 0.0% | +0.5% | +0.6% |
| 3M | -8.2% | -13.2% | +5.1% | -3.8% |
| 6M | -6.7% | -10.2% | +3.5% | -4.7% |
| YTD | -14.7% | -4.9% | -9.8% | -15.5% |
| 1Y | -24.1% | -6.1% | -18.0% | -24.5% |
| 3Y | +33.4% | +46.0% | -12.6% | +3.1% |
| All | +59.8% | -15.5% | +75.3% | +48.5% |
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