+66.3%
UBER vs FICO
+151.6%
-85.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.6% |
| 7D | +0.5% | +1.4% | -0.9% | -0.1% |
| 30D | -3.1% | -0.8% | -2.3% | -3.5% |
| 3M | -8.3% | -31.3% | +23.0% | +2.0% |
| 6M | -9.5% | -33.9% | +24.5% | -0.2% |
| YTD | -15.4% | -57.6% | +42.2% | +12.3% |
| 1Y | -26.1% | -59.7% | +33.5% | +0.5% |
| 3Y | +34.0% | -28.0% | +62.0% | +15.2% |
| 5Y | +53.2% | +91.0% | -37.8% | -34.5% |
| All | +66.3% | +151.6% | -85.3% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling