+59.8%
UBER vs FICO
+91.4%
-31.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +1.6% | +2.2% | -0.6% | +1.0% |
| 30D | +0.6% | +0.1% | +0.5% | +0.1% |
| 3M | -8.2% | -35.2% | +27.0% | +1.1% |
| 6M | -6.7% | -32.4% | +25.6% | -0.6% |
| YTD | -14.7% | -57.4% | +42.7% | +5.0% |
| 1Y | -24.1% | -58.5% | +34.5% | -5.7% |
| 3Y | +33.4% | -28.9% | +62.3% | +17.1% |
| All | +59.8% | +91.4% | -31.6% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling