+82.2%
UBER vs F
+102.7%
-20.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.8% |
| 7D | -3.9% | +5.3% | -9.2% | -5.9% |
| 30D | +11.1% | +4.6% | +6.5% | +9.0% |
| 3M | +4.9% | -3.7% | +8.6% | +6.0% |
| 6M | -1.2% | +16.8% | -18.0% | -9.4% |
| YTD | -7.3% | +15.3% | -22.6% | -14.9% |
| 1Y | -17.6% | +31.0% | -48.6% | -29.2% |
| 3Y | +61.1% | +45.4% | +15.6% | +24.7% |
| 5Y | +87.9% | +54.7% | +33.2% | +31.8% |
| All | +82.2% | +102.7% | -20.4% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling