+65.0%
UBER vs FIVE
+76.3%
-11.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +5.1% | -0.3% | +5.4% | +5.2% |
| 30D | +0.2% | +17.7% | -17.5% | -5.4% |
| 3M | -2.7% | +4.0% | -6.6% | -4.6% |
| 6M | -13.4% | +2.6% | -16.0% | -15.6% |
| YTD | -16.1% | +27.6% | -43.6% | -25.0% |
| 1Y | -25.5% | +59.9% | -85.5% | -38.8% |
| 3Y | +42.5% | +35.8% | +6.7% | +13.3% |
| 5Y | +45.3% | +14.4% | +30.9% | +19.1% |
| All | +65.0% | +76.3% | -11.3% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling