-22.5%
UBER vs FIVE
+65.4%
-87.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.6% |
| 7D | -2.8% | +3.7% | -6.5% | -3.4% |
| 30D | -2.5% | +4.0% | -6.5% | -3.3% |
| 3M | +4.4% | +36.2% | -31.9% | -1.6% |
| 6M | -2.7% | +18.0% | -20.7% | -6.3% |
| YTD | -10.5% | +34.9% | -45.4% | -16.8% |
| 1Y | -22.5% | +67.9% | -90.4% | -31.2% |
| All | -22.5% | +65.4% | -87.9% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling