-24.3%
UBER vs FDS
-27.2%
+2.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -5.4% | -14.0% | +8.6% | -3.4% |
| 30D | -4.9% | -6.2% | +1.3% | -4.1% |
| 3M | +3.0% | +10.2% | -7.1% | +1.5% |
| 6M | -4.4% | +27.4% | -31.9% | -6.4% |
| YTD | -12.3% | -9.3% | -3.0% | -16.4% |
| 1Y | -24.3% | -28.6% | +4.3% | -31.8% |
| All | -24.3% | -27.2% | +2.9% | -31.8% |
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