+82.2%
UBER vs FDX
+155.2%
-73.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -3.9% | -2.5% | -1.4% | -2.7% |
| 30D | +11.1% | +3.8% | +7.3% | +9.0% |
| 3M | +4.9% | -1.3% | +6.2% | +5.1% |
| 6M | -1.2% | +5.0% | -6.2% | -4.6% |
| YTD | -7.3% | +39.6% | -46.9% | -22.6% |
| 1Y | -17.6% | +81.1% | -98.8% | -40.0% |
| 3Y | +61.1% | +63.0% | -2.0% | +17.2% |
| 5Y | +87.9% | +65.6% | +22.3% | +31.3% |
| All | +82.2% | +155.2% | -73.0% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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