+82.2%
UBER vs FDS
+17.7%
+64.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.3% | +1.3% |
| 7D | -3.9% | -1.9% | -2.0% | -3.2% |
| 30D | +11.1% | +9.0% | +2.1% | +6.6% |
| 3M | +4.9% | +18.9% | -13.9% | -4.3% |
| 6M | -1.2% | +35.1% | -36.3% | -16.4% |
| YTD | -7.3% | +5.5% | -12.8% | -12.1% |
| 1Y | -17.6% | -16.8% | -0.8% | -12.4% |
| 3Y | +61.1% | -28.1% | +89.1% | +81.2% |
| 5Y | +87.9% | -17.4% | +105.3% | +89.8% |
| All | +82.2% | +17.7% | +64.6% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling