+68.5%
UBER vs FDS
+27.0%
+41.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | +5.2% | -2.0% | +7.2% | +6.1% |
| 30D | -2.0% | +13.5% | -15.6% | -7.6% |
| 3M | -10.2% | +15.2% | -25.4% | -16.6% |
| 6M | -7.2% | +47.0% | -54.2% | -24.3% |
| YTD | -14.3% | +13.9% | -28.2% | -22.0% |
| 1Y | -25.6% | +25.2% | -50.7% | -36.2% |
| 3Y | +35.8% | -25.3% | +61.2% | +50.5% |
| 5Y | +61.5% | -23.3% | +84.8% | +73.0% |
| All | +68.5% | +27.0% | +41.5% | +12.1% |
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