-24.1%
UBER vs FDS
+25.7%
-49.7%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +1.6% | +1.5% | +0.1% | +1.3% |
| 30D | +0.6% | +14.8% | -14.2% | -2.0% |
| 3M | -8.2% | +16.3% | -24.4% | -10.9% |
| 6M | -6.7% | +66.2% | -72.9% | -14.2% |
| YTD | -14.7% | +16.2% | -30.9% | -22.5% |
| 1Y | -24.1% | +21.8% | -45.9% | -30.5% |
| All | -24.1% | +25.7% | -49.7% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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