+42.2%
UBER vs FIVE
+42.1%
+0.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.6% | -1.8% | +2.8% |
| 7D | +6.7% | +6.2% | +0.5% | +5.6% |
| 30D | -0.5% | +18.2% | -18.7% | -3.2% |
| 3M | -5.1% | +3.8% | -9.0% | -6.0% |
| 6M | -5.7% | +13.7% | -19.4% | -8.3% |
| YTD | -12.9% | +34.7% | -47.6% | -17.9% |
| 1Y | -22.6% | +66.6% | -89.3% | -29.6% |
| 3Y | +42.2% | +44.3% | -2.1% | +14.3% |
| All | +42.2% | +42.1% | +0.1% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling