+82.5%
UBER vs FDS
-20.4%
+102.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -2.1% |
| 7D | -2.8% | -5.4% | +2.6% | -1.0% |
| 30D | -2.5% | +1.6% | -4.1% | -3.2% |
| 3M | +4.4% | +17.7% | -13.4% | -2.0% |
| 6M | -2.7% | +29.1% | -31.7% | -12.2% |
| YTD | -10.5% | +1.0% | -11.5% | -11.9% |
| 1Y | -22.5% | -21.6% | -0.9% | -14.9% |
| 3Y | +54.8% | -30.1% | +84.9% | +74.2% |
| 5Y | +82.5% | -20.7% | +103.2% | +134.9% |
| All | +82.5% | -20.4% | +102.9% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling